Collect all 7 Chaos Emeralds in Sonics story and finish his story. You must also finish Blazes story. The Extra Zone will be on the character selection screen once you meet both these requirements
When you first unlock sound test, tracks 110 through 127 will be missing. To unlock these, you must beat the extra zone. To unlock the extra zone, you must complete both Sonic and Blazes stories and collect all of the Chaos Emeralds as Sonic. If done correctly, A third icon will apear on the character select screen.
WHen you die on any level you've already completed
How:
Before Sonic or Blaze 'fall off' the screen after dying, press Start and select 'Go Back'. You'll return to the level select screen with all your lives intact!
