Hold L1 + R1 and press Up, Left, X, Left, X, Down, Right, Circle, Right, Circle during game play. A sound will confirm correct code entry. The game will continue by itself under CPU control.
Successfully complete the game, then load the saved game file and select any level. Game play will begin with new routes at a harder difficulty setting.
Achieve a rank of 95% or higher to play as Ulala surrounded by purple fire.
Michael Jackson cameo:
Michael Jackson can be found in the last level of the game.
Hint: Defeating the second-to-last Boss:
When facing the Boss that makes you copy its moves in reverse, simply turn your controller upside-down -- you will not have to think the reversed commands.
Thanks to mdilay6969