To get Omega Shenron,(The Real Way!) put it on very hard mode and play as Goku, then get to the part when Gohan is absorbed by Buu. Then go to the middle part of the middle yellowpart on the map. It should say "Mountains". Press X and Supreme Kai should talk about "Wicked Magic". (Broly) Then continue on with your journey. Instead of K. Buu, you will fight Broly. Then you'll get the invitation from Gotenks. Before you fight, the dot will be at West City. Omega Shenron will talk, then fight you. you'll start to fight as Gogeta. After that, fight Gotenks.
(TIP, Dragon Turnback: Once you get Whirlingspin and Dragonthunder and the enemy is right in front of you, use Dragonthunder, then Whirlingspin, the enemy should bounce to you, then bounce back.)