At the map screen, press Up, Right, L2(2), Down, R2(2), Up, Down, R2, L2, Right, Left, Circle(3).
Successfully complete the game to unlock the "Extra" menu at the options screen, and the "Outtakes" and "Character's Room" options at the "Extra" menu.
Follow Wolfgang's story line and find the Music Room key. This only happens if you allow the Chief of Agriss village take the lead the first time you visit there to negotiate. You must also send Dozz to negotiate with Rottenbaum and Simon to negotiate with Schwarzfals. The "Music Room" option will be unlocked in the "Extra" menu after you get the key.
Successfully complete the Werecat Quest to unlock the "Special Room" option at the "Extra" menu.