Star Soldier

Unlock Boss On Parade mode - Finish the game.
Unlock stage select - Finish Boss On Parade mode.
Unlock god difficulty - Finish lvl 10 under the hard difficulty setting.
Unlock sound test - Get a high score in Normal, 2-Minute, and 5-Minute modes
with all 3 ships.

Unlock 4th ship
Shoot the level-8 crab boss until it transforms into its ship.
But do not destroy the boss still, instead avoid all the bullets.
Wait until he leaves the screen.
You will unlock the 4th ship for your trouble.
Using stage select to warp directly to level-8 is OK.