Activate any five of the first seven to go to Krizalid. Activate any N of the first seven to go to stage N.
Hold 'Start' over and press 'Right,Left,Up,Right,Down,Left' to enable Iori.
Afterwards, use the following Hold 'Start' over and press 'Left,Right,Up,Left,Down,Right' to enable Kyo.
Memory Mapped cheats don't work any more use the enable cheats