To play as Dark Mega Man: 
Go to the Character Select screen. Highlight X as your character. 
Press O, O, press Left 6 times, hold down L1 and R2, then press 
X. You should start off with a somewhat purplish tint to your 
armor. Now go to any Dr. Light capsule to receive the super armor. 
This lets you do unlimited giga attacks.

To play as Dark Zero: 
Go to the Character Select screen. Highlight Zero, then press 
and hold R1. Then press right six times. Release R1, press and 
hold O, then press X. You should become black zero.