Start the game with X and make sure you have the Fourth Armor. After destroying the colony (make sure Zero does not become Maverick), go to the third Maverick stage with either X or Zero. After getting the armor, die constantly and go to stage selection screen when the game ends. Then, go to the stage again, but with the other hunter. For example, if you went with Zero first, then go with X next or vice versa. Look at the left side of the stage selection screen to find the Fourth Armor, Black Zero, Ultimate Armor, Gaea Armor (if you have it), and Falcon Armor (if you have it).