Successfully complete the indicated task to unlock the corresponding icon on the menu with the "New Game" and "Continue" options. Unlock all the icons to change the screen itself.

G Comp Star: Collect all 5 Giga Cards.
Leo Star: Defeat LeoKingdom.
M Comp Star: Collect all 30 Mega Cards.
Megaman Star: Successfully complete the main story.
S Comp Star: Collect all 150 Standard Cards.
SP Comp Star: Defeat all SP Version FM/AM Seijin.