Stage Select
Highlight the "Game Start" option, then press Cross + Circle + Left. The starting stage number will appear next to that option to confirm correct code entry.

Four player mode
When the warning appears on the opening screen, press Square + Triangle + Circle + Cross. Then, four players may play the game simultaneously.

Hint: One-hit kill
Select Captain or Jennety as a character. Hold Cross + Circle, and press Special Move to execute a one-hit kill.