Those items you got throuhout the game you can use to change the sound of the guitar! You press select until you find the item you want!
5 items in all!
Once You Beat All Levels (Including Lammy Rammy team, Lammy Rammy Vs, Lammy Parappa team, Lammy Parrappa Vs, And Parrapa solo mode. Phew finished) you will get something called special which will let you listen to the songs lammy or parrappa style and have the characters dance. Press triangle to make Parappa dance, X to make Katy Kat dance, circle to make Rammy dance, and square to make Lammy dance. Plus press R1 to make Ma-San dance and L1 to make PJ Berri dance.