Unlock Level Select: To be able to choose whatever level you want to play in Arcade mode you must first successfully complete Combat mode to unlock this option.
Unlock Free Play Mode When the phrase 'Press Start' appears at the opening screen press and hold L1 + L2 + R1 + R2 and press Start. Then press Up(7), Down, Up(4), Start. If you have entered the code correctly you will hear someone say 'Limiter released' as confirmation. Enter the configuration screen and turn off the credit limit to enable Free Play mode. The other way of unlocking Free Play mode is to play the game a total of 200 times.