pause the game hold L1,L2,R1,R2 and don't let go then hit down left up right x o Square and triangle quickly then without saving or un-pausing restart your ps2 and load your game
Finish the game with both the East and the West to unlock a new option at the main menu screen. The new selection will allow you to choose your battle mode. Any battle previously completed can be played again using either the East or the West forces.
