Successfully complete story mode to unlock the "Sound Test" and "Another Story" options. In Another Story mode you will play as a robot trying to get the rival girl.
Bull survival mode option
Complete Scene 8.
Seashells time attack option
Complete Scene 16.
Snowball Chase time attack option
Complete Scene 23.
Sound recorder
Press (Down + Y) at the title screen to record from the microphone. Press Down + Y at the title screen again to replay the captured sounds.
Bonus...