Play the original Xevious and at the title screen press Square X Start.
First highlight the Reset Option at the Title screen. Next hold L1 L2 R1 R2 Start. The Game Start option should now be highlighted press Start. Keep holding the buttons until your ship changes.
First you have to get the Black Ship. Next go back to the Title screen and highlight Exit in the Configuration Mode. Now start the game again by entering the Black Ship code above.
Highlight Xevious 3D and hold L1 L2 R1 R2 then press Circle. During the loading screen continue to hold the buttons and quickly press Circle.
Highlight Start Game at the Title screen and hold Left Square X Start to play with the Heihachi ship. Or hold Right Square X Start to play with the Paul Ship. Keep holding the buttons until your ship changes.