Beat the game on the hard difficulty setting without using any continues. Then, enter the character selection screen and move past Kei or Niel. Hagane may be saved to a memory card.

Play as Berserker or Marry P.

Use Hagane to beat the game without using any continues on the hard difficulty level. Then, enter the character selection screen and move past Kei or Niel. Either boss character may be saved to a memory card.

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There is a Space Shuttle mission to the moon with two monkeys and a woman
on board. The control centre is the US calls:

"Monkey number 1, Monkey number 1 to the television screen." He sits down
and he is told to release the pressure in compartment 1, increase the
temperature in engine 4 and to release oxygen to the reactors. So the
monkey does the pressure, temperature, and releases the oxygen.

A few moments later the control centre calls again:

"Monkey number 2, monkey number 2 to the television screen." He sits down
and he is told to add Carbon Dioxide to room 4, to stop the fuel injection
to engine 3, to add nitrogen to the fuel compartment and to analyse the
solar radiation. So the monkey does the carbon dioxide, the fuel
injection, the nitrogen and the analysis of solar radiation.

A little later on, headquarters calls again:

"Woman, please woman approach the screen."
She sits down and just as she is about to be told what to do she says...
"I know I know!! Feed the monkeys, don't touch anything."