Unlock special modes:
By completing the game in each difficulty setting, you unlock a new mode:
Getting hard mode prizes the easy way
Use the following trick when obtaining the hard mode prizes. Set the difficulty to easy and proceed to the final stage save point (before fighting Balzac's first form). Quit and save the game. Set the difficulty back to hard and continue the game. You will get the prizes for hard mode even though you completed the majority of the game in easy mode!! You can escape completing the final stage in hard mode though.
Full pause screen
Pause the game and press X + Y.