When playing as Al, press X + A, then press B when Al starts his tornado move.
To play as any of the six characters, turn the game system off, then press and hold L + R + A. Continue to hold all the buttons and then turn the power on. Keep holding all three buttons down until the Title screen appears. Now select a one- or two-player Story Game, and you'll be able to select either Norton, Orbot, Al, Flynn, Echo, or Prokop as your Peace Keeper.
Play as the Same Character
To let two people choose the same character, both players must hold L + R while you turn on the system. Continue to hold them until the title screen appears, then start a two-player game.