Complete the arcade mode with all the characters and you'll be able to choose PRIDE and ANN!

Once you beat the game with all the characters (including the two hidden ones), you will gain access to three new levels by moving the cursor off the level select screen.

As with many other DC titles, if you press X+Y at the pause screen, the pause message will go away.

Complete the Basic Mode, every time this is done you will unlock a new option.

Complete the game with all 7 original characters to unlock Pride.

Complete the game with all 8 characters. That includes the 7 original plus Pride. This will unlock Mel.

Complete the game with 9 characters. That includes the 7 original plus Pride and Mel. This will unlock three arenas. You can access the arenas by going to the arena selection screen and pressing either left or right until the cursor is off of the screen. A text box will appear with the words "Extra Arena".

Pause the game and press X and Y at the same time.