To obtain the helper of you choice, you must always hold down start and then the designated buttons, just before selecting your second character.

Shadow
WP+MK+FP

Sentinel
MP+MK+FP

Storm
LP+LK+HP
She can be used up to 6 times.

Thor
LK+MP
He can be used up to 8 times.

Unknown Soldier
LP
He can be used up to 4 times.

Pure and Fur
LK
She can be used 5 times.

Anita
LP+MP+HP
She can be used 5 times.

Lou
MP
He can be used 8 times.

Rogue
LP+MP+HP+LK
She can be used 7 times.

Colossus
LP+MP+MK
He can be used 5 times.

Michelle Heart
LP+LK
She can be used 6 times.

King Arthur
LP+MP
He can be used 8 times.

Saki
HP
She can be used 7 times.

Ton-Pooh
LP+HP
She can be used 9 times

Iceman
MP+MK
He can be used 4 times.

Cyclops
LP+LK+MP

Magneto
LK+HP
He can be used 7 times

U.S. Agent
MK+HP
He can be used 5 times.

Psylock
MK
She can be used 5 times.

Devilot
MP+HP
Can be used 5 times.

Juggernaut
LP+MK
He can be used 3 times