Complete the game in arcade mode to open the ''Blood Color'' option.
At the title screen, choose the Fighting Mode option. When at the Fighting Mode option, press and hold the Start button. While holding the Start button, choose an option with the A button. The Stage Select Screen will appear where you can choose between seven different stages.
Select Fighting Mode from the main menu screen and hold start while you select a character. Now, after you choose the Fighting Mode, you will be asked what level you want to start on.