Press R1 L2 X L1 R2 0 on controller one at main title screen as the modes are appearing from each side. You should hear a "clink" & the logo will be blue. These characters are normally unlocked (without cheating) when you complete the the game in 1 player mode at level 4. They are then selectable using the random select feature and holding select until the characters appear.
Play as Vermillion and Sho
First complete the game in 1 player mode at level 4, then do the same at level 5. The characters will then be available to choose from by the random select feature.