From gamefaqs:
LoX 1 - At the main menu, select the second option (New Game). Then, at the sphere selection screen, hold Select and press Run. Keep both buttons held until the game starts. If done right, you'll see a message and hear a chime. Now, go to the right of the pier and you'll see a bunch of signboards that aren't there in a normal game. Each one of them lets view movies or select levels.
LoX 2 - At the title screen, select "Start". At the File Screen, highlight an empty slot, hold Run + II and press and hold Select. If done right, it will load into a library with the debug options.