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How do you get to either of those on the 'cube *Gamecube*?

Oh yeah.. Maybe it'd be nice if I told you what episodes.. Episode 1 and 2...

Sorry for my slowness, I've only played offline.

Its a multiplayer mode
Challenge and Battle can be accesed when playing with 2 or more players...
And if you mean online..i have no clue

How do you acess them offline? When it comes up with menu after selecting you character (Which Episode, etc.) at 'Game Type' (Or something along those lines) you select that option and change it to either 'Challenge' or 'Battle'.

To access them online, when you create a new game, at the Game Type option, select it and choose either 'Challenge' or 'Battle'.