Select exhibition mode, then at the team selection screen, repeatedly tap C-Left + C-Right + C-Up + C-Down
Wait for your opponent to hit a pop-fly to the outfield but dont catch it. Instead, pick it up, hold Z, and press C-up to run it in. Then press the following C buttons to throw to bases: RIGHT, UP, LEFT, DOWN, LEFT, UP, DOWN, RIGHT, UP, LEFT, DOWN. You should hear the crowd boo. On the next hit, don't get the ball. Instead, repeatedly hit A or B and your player will fly.
While you're at bat, quickly hit the following buttons: Right, left, down, right, left, up, right, left, down. If done correctly, the batter will explode.
Highlight Exhibition from the main screen, and press all four C buttons together until you hear a bell. You should find two new teams at the Team Select Menu.
When Ken Griffey Jr. is up at bat, pause the game and press Left, Left, Right, Right, Right, Left, Left on the d-pad. Unpause the game and Griffey will point his bat towards the outfield. If you hit the very next pitch it will be a home run.