Secret Characters:
Beat the game with all 10 fighters and save your game. Go to 
Fighter Select screen and keep pushing left or right until you 
see Cao Cao or the other secret fighter (you cannot see the icon 
to select them).Then beat the game with Cao Cao and the other 
figher. Save or don't save the game and go to the Fighter Select 
screen and keep pushing left or right till you see Lu Bu.