At the character selection screen, put the cursor on Vega, press and hold the START button, then press A, B, L, R, X or Y to select 'Super' Vega. This changes his pre-battle pose, and it adds an enormous aura around your hard punch, and most importantly, it gives you the Super Psycho Crusher. However, you cannot select a fighting style, and Super Vega is only available in the Arcade, VS and Training Modes.