Successfully complete the game and save when prompted. Load the cleared saved game file by pressing Triangle to start the game with new options. You may also load the cleared game file normally to resume the game at the room prior to the final Boss. There will now be a clown NPC in the room. Talk to him, then return to where Rutee was first encountered to find the clown again. Talk to him and select the first option to enter a bonus dungeon. Each floor completed will give you EX points that are used to buy items from the clown, via his third dialogue option.
Successfully complete the game to unlock Evil mode.
Successfully complete the game twice to unlock Chaos mode.