This is for completing Yoshimitsu's secret stage, Kigan Island. In order to unlock this stage you must first complete the game and unlock hard mode. Once you do, you must start up the Abyss Gate (The one where Steve is the boss.) and break the crate at the very start of the level. There will be a lead pipe, and a ninja who pops out with a green health bar. Defeat the ninja and pick up his map and then return to the world map. You'll have a new route available! I suggest changing the difficulty back to normal and completing the stage as it is rather tough, similar to Nightmare Train or the other bonus level.
If you are defeated at the boss battle, it's worth noting that if you hit retry rather than return to world map you will have restored health and immediately start at the boss. So don't back out to equip any new items you may obtain!