Finish the subspace emissary mode.
Either from a CD you receive during a brawl or its a hidden CD in the vault.
You obtain the CD from the Vault in Challenges if I am correct either you must finish a certain event that involves kirby/king dedede or you must visit the halberd stage 10 times.
You can obtain a CD by purchasing it from a store, ordering it online, or borrowing it from a library.
Yuhh have to but ihtt
Go through the levels that have a green flag above them you may be missing orange boxes or green boxes or stickers or cd's in those levels or have missed some red doors re go through the levels and explore a little more.
This is a CD unlockable in the vault.
you can find them in subspace or in gameplay. Or you can get them in chalanges.
500 or so.
Beat all the bosses and characters find all the green and orange cubes and stickers and cd's if any and beat tabuu.
Keep fighting till you see a CD or if you are lazy use Gameshark or Action Replay.
The CD was never released.
Here is the EASIEST way go to group mode choose brawl and change the item set to very high and put sandbag on now play in any stage where sandbag can't fall down the stage and pummel the bag until CD's come out then grab them quick.