Fight as Marion:
Complete a one player game with each character, including Shine Ayn on any difficulty level without switching characters during each match. Then, highlight the red random select icon on the right side of the character selection screen and press Up. Marion will appear for selection. To display Shine Ayn, press Up(2).

Fight as Shine Ayn:
Highlight the red random select icon on the right side of the character selection screen and press Up(3), Down(3), Up(7). Shine Ayn will appear for selection.