Complete Story mode with a girl to unlock her H-mode replay. Note: You must complete the scene with the girl until the credits end. Don't exit to the title screen or exit the game. You can access the H-mode replay in the "Extras" menu under the "Replay" option.
Complete Story mode with all girls to unlock the CG pictures at the "Extras" menu. That the stage selected after fighting the first enemy will determine which set of pictures you will unlock for that game session. Note: To unlock Setsuna Yagami's CG pictures, select the bottom option after playing either set of girls the first time. It is the first decision in Story mode. The other girls are unlocked when you select them in the second decision window.