In Mode select screen put the cursor over the desired game mode, then hold start and press the following codes to unlock the song set in that mode.

Effect	Code
All song mode (1th ~ 3rd songs only)	A-A-1.
All song mode (4th ~ 6th songs only)	A-A-2.
All song mode (7th ~ B.E songs only)	A-A-3.
All song mode (A.E ~ E.C songs only)	A-A-4.
All song mode (all trax songs)	A-A-D.