Save 64 hostages/robots or defeat two Bosses
You will unlock Zero as you progress with Axl.
Complete the game and then choose the "New Game" option to begin with your previous chips, X, and his armor.
X has Full Armor
Hold Select when choosing X at the character selection screen.
Get X's Ultimate Armor
Find the large blue things for the parts of X's Ultimate Armor
Look low for it in the first phase of the stage.
Look in the maze-like room in the second phase of the stage.
Use the portals to reach it in the second phase of the stage.
After the "spike" area, there will be two stone spitting rocks, one on top the other. Use these two rocks to jump up top to the left area on a tree branch to get the blue pod containing the boots.