Select Start game at the title screen. When the blue screen with
the Russia mission appears, press right to move to the japan
mission. Before the information appears on the screen, press
and hold X and diagonally Down-Left. To choose one, just let go
of the buttons at the point on the globe that you want to play.
Just look at the countries as they pass on the globe, and with
the correct timing, you will be able to let go and start the
game on the mission of your choice. After choosing, you will
see your objectives then begin your mission.