After reaching the level where you can use all four turtles at once, you must start building a relationship with your brothers. To do this, take turns using your brother throw with the different turtles. Successfully executing a brother throw will build your relationship.
To get an "A" in working with your brothers, use the turtle's special move while fighting and continue fighting until more enemies appear. Switch turtles and use their special moves until all enemies have been defeated.
To defeat the real shredder, ignore the shredder clones and fight the real shredder. The real shredder will just stand there while his clones attack you. Use Don's team move on him which shock enemies nearby. He will not be able to attack after you shock him. Then, change to Raphael attack the shredder until he recovers. Repeat this strategy until he is defeated.
