On mission 19 have a second controller plugged into your ps2 so after you hit arkham a few times you should see a cutscene as soon as
You see the cutscene grab your second controller and press start and if he does not move after 2 seconds you have done it.

At the main menu hold down R1 L1 R2 L2 Then use your left analog stick and roll it clockwise, when you have done this correctly you will hear a tone devil may cry

At the Start Menu, hold down L1, L2, R1, R2 and rotate the left analog stick until you hear Devil May Cry.