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Ultimate Armor
On the X/Zero selection screen, go to X and press circle (2) left (6) Hold L1+R2 till gameplay and press start. X should have a purple tint on the small portains of his body. Find the capsule in Webspider's lair and get the ultimate armor.

Dark/ Black Zero
On the X/Zero selection screen go to Zero and hold R1, right (6) release R1 and hold circle to gameplay and press start.