Press R1, L1, L2, R2, R1, L1, L2, R2 , R1, L1, L2, R2, R1, L1, L2, R2 at the main menu.
Second and third boards:
Press Up(2), Left(2), Right(2), Down(2), Up, Left, Right, Down, Up, Left, Right, Down at the main menu.
Press Square(4), Circle(4), Triangle(4), Square, Circle, Triangle at the main menu.
While at the main menu, rotate the right analog stick clockwise a total of 15 times to unlock all the boarders.
Start at the main menu and press up and down fives times in a row, then hit left and right five times to unlock everything.