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.
In the Navi Mode of Rockman 6, you can use extra parts for Rockman that makes him stronger, faster, etc. You can only equip 2 parts at a time though. To get these parts you need to collect Battle Data from enemies. The more Battle Data you collect the more parts you'll get. There exists a total of 8 parts in the game.
Extra note: To equip these parts, enter Dr. Light's Lab on the Mode Select screen.
*Hyper Jump (20 Battle Data needed): This makes Rockman jump super high.
*Auto Charge (40 Battle Data needed): Rockman's buster charges up automatically.
*Energy Saver (80 Battle Data needed): The energy of weapons is doubled.
*Hyper Shot (160 Battle Data needed): Rockman's buster shots are faster.
*Hyper Charge Shot (320 Battle Data needed): Rockman's charged buster shot is faster.
*Power Shot (640 Battle Data needed): Rockman's shots deals more damage.
*Hyper Charge (1000 Battle Data needed): Rockman can charge his buster faster than before.
*Speed Up (2000 Battle Data needed): Rockman's movement speed is double, thus he runs faster.