Your Neo-Geo must either have the MVS BIOS or if you have a 4X, Debug, or Universe BIOS, be in the MVS mode setting.
Simply keep A, B, C, and D pressed as you press start.
Get A AAA-Ranking Throught The WHOLE Game.
Highlight Rock and press left once. You'll now be on Grant. Press any button to choose him
Simply hold START at the character select screen and the roulette will appear. Note that you may get Kain and Grant through the roulette.
Press a button immediately after beating the opponent. Each button gives a specific win pose.