Play as Grox:

On the Selection Screen, hit (on the d-pad) Down,
Right, Left, Left, Up, Down, Right, Up, Left, 
Left and choose any character. 


Play as Exor:

Enables you to play as Exor. On the Selection 
Screen, hit (on the d-pad) Left, Down, Down, 
Right, Left, Up, Left, Up, Right, Down and choose
any character.