Have a saved game file from Bleach: Heat The Soul 4 on your Memory Stick Duo and choose the "Convert" option at the "Appendix" menu. Then, press L or R at the character selection screen in Single Battle mode to access the unlocked characters.

Unlock the following characters by performing the corresponding tasks:

CHARACTER - HOW TO UNLOCK
Aaroniero and Aporro Grantz - Beat Tag Master #13.
Adult Nel - Get 50,000 points in Tag Master mode.
Aizen - Beat Tag Master #18.
Bankai Ichigo's Inner Hollow - Beat Tag Master #11.
Chad with devil's left arm - Beat Tag Master #7.
Cirruci Thunderwitch - Beat Tag Master#10.
Diamond Dust Rebeliion Guy - Beat Tag Master #17.
Espada #5 - Beat Tag Master #14.
Hollow Ichigo - Defeat Ichigo and Hollow Ichigo in Tag Master mode.
Kuchiki Byakuya (Bankai) - Defeat him and Rukia in Tag Master mode.
Kuchiki Rukia (Shinigami form) - Defeat her and Byakuya in Tag Master mode.
Kusaka Toshiro - Beat Tag Master #17.
Madarame Ikkaku - Defeat Ikkaku/Kempachi in Tag Master mode.
Pantera Grimmjow - Complete Story mode.
Seele Schneider Ishida - Beat Tag Master #8.
Senna - Defeat Tag Master #16.
Shinji (mask form) - Defeat him and Hiyori in Tag Master mode.

Unlock the following stages by performing the corresponding tasks:
Hueco Mundo Desert - 5,000 points
Las Noches - Aaroniero's Room - 22,000 points
Las Noches - Cirucci's Room - 12,000 points
Las Noches - Dordonii's Room - 17,000 points
Las Noches - Outside - 25,000 points
Las Noches - Room of Doors - 8,000 points
Las Noches - Sousuke Aizen's Room - 40,000 points

Unlock the following movies by performing the corresponding tasks:
Movie 1 - Obtain 10,000 Tag points with at least one Human character in the team.
Movie 10 - Obtain 25,000 Tag points a second time with a different team of one Shinigami character and one Human character.
Movie 2 - Obtain 10,000 Tag points a second time with at least one Human character in a different team.
Movie 3 - Obtain 10,000 Tag points with at least one Hhinigami character in the team.
Movie 4 - Obtain 10,000 Tag points a second time with at least one Shinigami character in a different team.
Movie 5 - Obtain 10,000 Tag points with at least one Arrancar character in the team.
Movie 6 - Obtain 10,000 Tag points a second time with at least one Arrancar character in a different team.
Movie 7 - Obtain 10,000 Tag points with at least one Vizard character in the team.
Movie 8 - Obtain 10,000 Tag points a second time with at least one Vizard character in a different team.
Movie 9 - Obtain 25,000 Tag points with a team of one Shinigami character and one Human character.