The character unlock secrets in the secret shop (costing 2,000, 3,000, or 4,000) unlock the "EX" (Extra) form of that particular character. The "EX" form is the exact same character with new, different, or slightly altered moves. To use a characters "EX" form (after purchasing it in the secret shop) go to the character selection screen. While choosing your characters, hold Start to switch from the "Normal" to the "EX" character. While still holding Start, press A, B, X, or Y to choose that character.