Press B when choosing a fighter at the character selection screen. This doesn't work in story mode.
Place the game in a PC CD-ROM, and browse the files until you find a folder with artwork in it.
Fight as Burn :
First unlock Wong and Keith. Then complete story and arcade mode with all characters including Wong and Keith. Must be set to atleast 2 round per fight.
Either accumulate over 16 hours of gameplay, or play as Emelio 30 times in any mode but training. He's the same as regular Emelio with a different color. At the character selection screen highlight Emelio and press X. Not availiable in story mode.
Fight as Keith:
First unlock Wong then complete arcade mode with all characters. Must be set to atleast 2 rounds per fight. Or you can accumulate over twelve hours of game play time.
Just beat the game in Story Mode using all the characters.
Unlock Keith and Burn. Allow the demo to run through to view the Psychic Force 2010 battle between Keith and Burn, with nicer graphics of course.