Unlike in the original NES release of Mega Man, each Robot Master has their normal attack which mimics the original, and special attacks that are new to the game. These special attacks seem unavoidable, but you can actually stop them from executing these attacks by finding the attack's corresponding weakness.
For instance, you can use the Rolling Cutter on Bomb Man's special attack, the Hyper Bombs on Ice Man's special attack, and the Ice Slasher on Fire Man's special attack.
You must beat any boss with mega buster, and then load him as character.
Complete all of the stages on normal.
To download Mega Man S (who has the ability to slide), beat all of the stages on Easy Mode.
You must complete Normal Mode in New Style.
You can unlock Protoman (also known as Blues) as a playable character. To do so, complete all one hundred in-game Challenges.
Beat him in new-style mode using only the Mega/Rock Buster.
Complete the game on Hard Mode.
Download from Capcom's Website.
There are many, many versions of Roll that can be acquired (such as Summer Roll, Knight Roll, Ninja Roll, and more). You can download any of them by hitting up Capcom’s website with your PSP.