Highlight the "New Game" option at the title screen, then press Triangle, Square, Circle, Triangle Square, Circle, X. Etna's voice will confirm correct code entry. Alternately, complete the game after reading Etna's diary in each chapter.

To enter Etna's room, press the two secret buttons in Laharl's Castle. The first button is behind the throne. The second button is inside the skull on the counter in RosenQueen's store. After both buttons are pressed, go to the room where Longinus, Ghoss, Stigma, and Gargo are usually found. Press X in the corner behind Stigma to reveal the door.

In the Japanese version, Highlight the "New Game" option at the title screen, then press Triangle, Square, X, Triangle Square, X, Circle.