Ok, I've played the game... I reach the last stage and find a ... blue star. There is a long talk that I do believe could be really interesting for whoever knows japanese... unfortunately I don't... and then... "stage clear"!!
Nothing more... the CG that are unlocked in the savegame downloaded are all unlocked but the three blank cg's aren't... maybe I should play the extremely difficult stage that I've unlocked clearing the first boss... but...
On a general note the game is a funny but really difficult platform... and whoever thought to place the "speed" button on CTRL and the "jump" button to SHIFT is a sadistic bastard, I tell you! I've almost strained my finger and even rearranging the keys did not work too much...