Unlock Expert Mode: At the Hard difficulty option hold the Right selection button down for two seconds and Expert mode will appear for selection.
Unlock Extra Options: An extra screen will appear when you hold both of the 'Song Select' buttons down. The options on this screen are Hi-Speed mode, Hidden mode, Sudden mode and Shuffle mode. Scroll through the options using the 'Song Select' buttons to toggle them on and off and press the 'OK' button on 'Exit' to begin. Stealth mode is enabled by turning on Sudden mode and hidden mode.