When you beat chapter 6 and if you don't unlock ss4 goku and majin vegeta do it again and try to keep every cities health up to 55%. When you finish it will say Goku has reached a new transformation stage. Then it will say Vegeta has reached a new transformation stage.
Beat him with Goku in chapter 5.
Dragon Ball Z: Shin Budokai Another Road Unlockables & Awards
Unlock Goku SS4
Beat chapter 6
Super Sayain4 Goku And Majin Vegeta
Beat the whole game in Another Road to get Majin
Vegeta and Super Sayain4 Goku.