You will take an elevator down to House of The Dead 2. Successfully complete House Of The Dead 3, then go to House Of The Dead 2. Alternately, play well and get better than an 'A' rank one or more times during the game at the point where you lose all your credits. You can now increase the credits past nine until 'Free Play' appears.
Enter the options screen and select 'House Of The Dead 3'. Successfully complete the game with an 'A' rank.