•Connect a standard Dreamcast controller to Port D.
•Press A, Y, and D-Pad continuously while selecting any mode (except Agent Academy).
•Keep them depressed until ''Press B Button to Skip'' appears on screen.
(This may take a few tries, but it does indeed work)
Alternately, and hold Start + L + R+ A + B + Y + Right + Analog-stick Left on controller B during demo. After demo mode ends, release Start at the title screen, the press Start again.
To unlock every mode plug in a controller in port B and hold all buttons (Start, L-Trigger, R-Trigger, ABY, Analog Pad <--, and Digital pad -->) during the opening demo. Then press start after the demo.