Play through story mode and defeat all the opponents that are encountered. Carefully check each location more than once for items. You will eventually play against Dean, the Boss. After defeating him, enter the options screen, select "Memory Card" and save the game. Note: When the game has been reset or powered off, the game will display "Auto Loading". However, for some reason new locations and characters do not appear. Enter the options screen, select "Memory Card" and load the game to play the other opponents and locations.
