Hidden Game:
Hold the start & select buttons of the second joypad before the system 
turn on until 'Bonus Game' appears on the screen. Then there will be a 
shooting game called 'Tiny Phalanx'!

To play as X-TAL play through the entire game on NORMAL or HARD 
mode as ZULU without continuing (if you are about to die just hit start on the 
second controller and beat the challenge and it will not record it as a continue.

To play as NECO beat the game with both ZULU and with X-TAL the amount 
of continues and difficulty level is not immportant.