To have Neo-Dio appear as the boss you must CONNECT with 4 D-Assaults (default QCF+RB) and you CANNOT continue. Make sure you ONLY do 4-5 D-Assaults, because 6 will give you Goodman. Once you reach the boss, you may continue all you like. If you have trouble defeating him, continue and choose to have 1/4 opponent life.