Just start the game and after the training at the begining you should save and exit and youw ill find the extra menu available. But you have to progress alot more to unlock more cool tunes in the game and also cool pictures in the gallery.
Successfully complete the game to unlock the "Trailer" option and all entries in the "Gallery" and "Sound Test" screens.
Successfully complete the game on the normal or hard difficulty setting to unlock the expert difficulty setting.
Hold Block, then press White, Black.