You can do stage select at the character select screen by pressing Y or Triangle. Press start at the selected stage to get klassic music.

BUT, It doesn't work in arcade mode.

it didnt work...

Press Triangle or Y then press Start on the stage for classic music(only works in Vs. Mode and Online)

Are you trying to do this online or in single player ladder mode? Because in ladder mode, it won't work, and if you want to do it online, you have to be the player hosting the match, meaning you threw out the challenge to the other player. It will also work in training mode if you want to practice in a different arena.

thanks everyone. i was trying to do it in arcade.