To be able to fight as either Alia, Layer, or Pallette, you must beat the game using one more than the other. After doing so, save and load your clear data and make your way to the R&D lab. scroll down a little to find either Alia Buster, Layer Rapier, or Pallette (something). To obtain the other two, just use one to complete four stages, and do the same for the other one. You need at least 36000 metals to buy them (if you have the metal discount chip already). Otherwise, they cost 40000 metals.