At the "Press Start" screen, press Triangle, Right, Left, Triangle. If you did this correctly, a icon will appear in the top right hand corner of screen.
Unlock More Stages:
When the Push Start screen shows up, press: Triangle, Left, Right, Triangle A small icon will show up in the upper right hand corner saying that you have unlocked new stages. The extra stages are in Puzzle mode.
Unlock More Characters:
When the Push Start Screen shows up press: Triangle, Right, Left, Triangle An icon will show up in the upper left hand corner of the screen saying that you have unlocked new characters.