Stage select:
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Successfully complete the game to unlock all stages.

Boss Battle mode:
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Collect all ten Snow Boys in any stage to unlock Boss Battle mode for the Boss
of that stage.

Hard mode:
----------
Successfully complete the game, and view the ending sequence. You will start
back at Stage 1 with all the snowflakes and lives you had when you completed the
game, except that minor enemies like snowmen with blue caps will shoot a
fireball at you immediately after they are killed, making the game much more
difficult.

Finding Snow Boys:
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To find Snow Boys, look for a place where a small amount of snow is falling, and
use the Blizzard attack. This will reveal Snow Boys. There are ten in every
stage.