In the Secret Statue Room, press the SELECT Button to bring up the code screen. Then just enter the code.

Effect	Code
008 140	Chaos Emerald
070 178	Spring (Yellow)
103 729	Classic Eggman
125 817	Egg Pawn
171 045	Classic Sonic
200 078	Egg Chaser
204 390	Sonic the Hedgehog
209 005	Item Box
226 454	Charmy Bee
249 651	Cucky/Picky/Flicky/Pecky
262 416	Shadow the Hedgehog
275 843	Grabber
277 087	Metal Sonic
283 015	Goal Ring
309 511	Chip
329 494	Aero-Cannon
332 955	Cream the Rabbit
353 012	Big the Cat
359 236	Classic Tails
360 031	Eggrobo
363 911	Crabmeat
383 870	Jet the Hawk
390 884	Ring
466 913	Spiny
483 990	Moto Bug
495 497	Booster
507 376	Hero Chao
513 929	Iblis Taker
530 741	Spinner
537 070	Spring (Red)
544 873	Blaze the Cat
548 986	Sandworm
601 409	E-123 Omega
613 482	Dr. Eggman
629 893	Chao
632 951	Miles "Tails" Prower
639 402	Chopper
640 456	Cop Speeder
668 250	Gun Hunter
679 417	Knuckles the Echidna
688 187	Silver the Hedgehog
711 268	Iblis Worm
777 921	Capsule
851 426	Egg Fighter
852 363	Buzz Bomber
863 358	Amy Rose
868 377	Vector the Crocodile
869 292	Dark Chao
870 580	Omochao
872 910	Iblis Biter
888 200	Rouge the Bat
894 526	Espio the Chameleon
933 391	Goal Plate
973 433	Egg Launcher
975 073	Gun Beetle