Fight as Sprites:
Highlight Load-Ran at the character selection screen. Then, press Up(4), A.
Fight as Memory:
Highlight Load-Ran at the character selection screen. Then, press Down(4), A.
Fight as Mevious:
Highlight Mevious at the character selection screen. Then, press Up(4), A.
Fight as Dark-Ran:
Highlight Mevious at the character selection screen. Then, press Down(4), A.