Double play mode
Hold Left + Square + X (the three white keys) and press Start when the menu with the "Press Start Button" selection appears. Release those buttons and press L + R (the two black keys). If you entered the code correctly, you will hear a sound. Then, an option for double play mode will now be available.
Hidden Mode 1
Hold L + R (the two back keys on the Beat Mania controller) and press Start when the menu with the "Press Start Button" selection appears. Release those buttons and press Left + X (the two white keys on the left and right side). If you entered the code correctly, you will hear a sound. Then, the "Hidden Mode 1" option will now be available.