Can only be entered for Original Mode / Navi Mode only.
In the Mode Select menu, highlight Navi Mode (PS Enhanced Mode), press and hold down R2 and choose Navi Mode. Rockman will now be helmet-less in the game.
It's also important to Save the Data in the Dr. Light's Laboratory so it doesn't have to be done again. Saving out of this Mode can't allow you to save the Illustrations when they are unlocked.