To get this, you must go through all of Arcade Mode without losing once. Arcade Mode consists of 6 regular battles and one boss battle at the end. You lose if all of your fighters get K.O.'d or if time runs out and all of your character's health added together is less than your all of you opponet's character's health added together. If you set the difficulty to "Very Easy" you shouldn't have too much of an issue here, but if the last boss is causing you trouble just remember to block when he is about to attack. This should pop after the credits roll when you are back to the main menu.