Fight as Hagane:
Complete the game at the hard difficulty setting without using any continues. Enter the character selection screen and move past Kei or Niel. Hagane may be saved to a memory card.

Fight as Berserker or Marry P.:
Use Hagane to complete the game without using any continues under the hard difficulty level. Enter the character selection screen and move past Kei or Niel. Either boss character may be saved to a memory card.