Complete the first two levels with the 'cool' rating. Then press this combo:
X, X, X, T, C, T, S, S, Right, Left, S, X, and finish the next level as usual.
On level four press: X, S, T, C, X to change his voice.
To cycle through the voices hold R1 and press C or T.
Complete level 1 with a least 3,000 and a cool rating.
Complete level 2 on Good with Cool Status flashing.
Complete levels 3 and 4 with over 2,000 points each and a good rating.
Complete level 5 with at least 4,000 and a cool rating.
Complete level 6 with at least 2,000 and a cool rating.
Start a new game and you'll get the choice.