After you've completed the game once and
go back to the continue screen, you'll notice there's now a yellow star
next to the Continue option. The rest of the stars are slightly harder to get.
*You'll have to link up to the other version to acheive this, or use a Game Genie/ Action Replay device.
To get these final two stars you must first get the above five, then on the title screen; Highlight 'Continue', hold left, then press RRLRLRLL (the shoulder buttons, not the D-pad directions). The stars will move closer together, and the Omega Navis will appear in the nets.