1. Beat Street Fighter Zero, Street Fighter Zero 2, Street Fighter Zero 
2 Alpha and Pocket Fighter.

2. This gives you access to Arrange Zero 2, Arrange Zero 2 Alpha, and 
Arrange Zero 3; hold Select at the menu screen while picking the original 
games to access them.

3. Now beat these three games to unlock "Secret Game 4", hold Select on 
Zero 1 at the Game Select menu to get Hyper Street Fighter Zero.

You'll by default also unlock the new special Hyper Street Fighter Zero 
only ISM's; to select them hold Start after picking Zero 3 and then press 
left over the desired corresponding Mode.