Complete the indicated task on SOCOM: Combined Assault then link to that game to unlock the corresponding multi-player mode character.

Jester: Complete SOCOM: Combined Assault Campaign mode with an 'Admiral' rank.
Killjoy: Complete SOCOM: Combined Assault Campaign mode with a 'Commander' or higher rank.
Simple: Complete SOCOM: Combined Assault Campaign mode with an 'Ensign' or higher rank.