Unlock Hercule and go to the Mr. Popo's shop. Buy the "Advanced Tournament" Capsule and the one that appears next is "The Legend Of Hercule". It is a new fighting mode, where you recreate the events that the public believed happened during the "Cell Games Saga".

When you select Legend Of Hercule, make sure you have a Senzu Bean and custom Hercule. When you get to fight Goku, your health will not replenish when you fight Gohan and Cell.