Have a saved game file from the demo version of Lunar: Harmony of Silver Star on your Memory Stick. Load the cleared saved game file when prompted when you start Lunar: Harmony Of Silver Star. Visit Alex's father before going to the Dragon Cave to get Silver Darts instead of the Sling.

To access the Sound Test and Voice Test, which play music and voice tracks in the game, respectively, complete the game and they will be accessible in the options menu either from the title screen or the pause menu.