The following trick only works in the Japanese and European version of the game.
After finishing the game once, start a new game and go to the CODEC screen and tune to frequency 140.07. You will now get to read a hidden radio serial titled ''IdeaSpy 2.5''. There's a different episode for each stage. The program is also accessible through the game's stage select mode.
This opens up after you beat the game the first time. Here you can challenge three new missions for each level of the game and you can find out more about the game's story.
When you get caught by a soldier inside a building or car, get out of the place and go back in. Keep on doing this and the enemies dissapear, causing your alert mode and evasion mode status to clear. You can also do this by entering and exiting a door.