At the Street Fighter 3: New Generation Character Selection screen, highlight Yun and press any Kick button.
At the Street Fighter 3: Second Impact Character Selection Screen, highlight Sean and press Up.
Complete Street Fighter 3: New Generation or Street Fighter 3: Second Impact on any difficulty setting. Then at the Character Selection Screen, highlight Sean and press Up (x2).
Reach the final boss in Street Fighter 3: Second Impact without loosing any rounds and getting a perfect at least 3 times. Then, defeat Gouki with super arts or a perfect and Shin Gouki will appear. Finally, defeat Shin Gouki to unlock him. To play as Shin Gouki, highlight Gouki at the character selection screen, then hold Start and press any punch or kick button.
Enter the option screen of either game and hold L + R. Keep those buttons held until the extra options appear at the end of the code.
Highlight the "Game Option" selection and press Left (x2), X (x2), Right (x2). Highlight the "Button Config" selection and press Left (x2), Y (x2), Right (x2). Highlight the "Screen Adjust" selection and press Left (x2), X, Y, Right (x2). Highlight the "Sound" selection and press Left (x2), Y, X, Right (x2). The "Extra Options" selection should now be unlocked.
Pause during a game and press X + Y.