Enter the "Option" screen from the main menu or item screen and press L1, L2, R1, or R2. Then an "Extra Options" menu will appear with the following options:
Successfully complete the game once and save. Then, load the saved game and enter the "Option" screen from the main menu or item screen and press L1, L2, R1, or R2. Then an "Expand Option" menu will appear with two new options: