Unlockables: X + Z = ZX. Math is easy!
Hard Mode
Finish the game on Normal Mode.
W Can
Attack the doll in Prairie's room until it drops a W Can. A W Can will refill the energy of all of the Live Metals. You can only hold one W Can at a time, but you go back to the doll as many times as you want.
Mega Man Zero 3 and 4 Bosses
Bosses from Mega Man Zero 3 or Mega Man Zero 4 will appear throughout the game if either game is found in the GBA slot.