If you have a "Pocket Station" you can make
Rockman much stronger, you have to go in the mini
game were you battle bosses, when you get your
levels up, goto the Boss data screen in the game,
Goto Rockman. You'll see a pocket station icon,
when you select it, it'll ask you to upload (it
wont hurt anything if you SAVED THE 00 level)
upload it, the Rockman you leveled up will be
shown and when you start the game Rockman might
have a more HP and AT.
X Buster's Super Nova armor
At the character selection screen, highlight X Buster, then press Up(2), Down(9). If you entered the code correctly, you will hear a sound. Then, press Circle. You will start with Super Nova Armor from Megaman X4.
Zero's Black armor
At the character selection screen, highlight Zero, then press Down(2), Up(9). If you entered the code correctly, you will hear a sound. Then, press Circle. Zero's Black armor will reduce damage slightly as compared to his Red armor.
Zero's Supreme Slash
Repeatedly press Forward + Square as quickly as possible. Note: This is the best move to use to finish some of the Bosses.