Complete the game with all keyholes, 99 Dalmatians, all of Ansem's Reports, and the Hades Cup to recieve an alternate ending.

*Note that this is different than normal version of Kingdom Hearts. You can only view this movie in Kingdom Hearts Final Mix. According to the difficulties:

Final Mix Beginner : You can't get Deep Dive
Final Mix Mode : Complete Hades Cup, Sealed All Keyholes (Including 100 acre Wood), Get all heartless into your Jimmy's memo (that means you've got to defeat Kurt Zisa and Phantom), Found all trinities, found all 99 Dalmatians, and complete the Jimmy's memo (every single detail of characters, and complete the mini games avaliable)
Final Mix Proud : Sealed all Keyholes including 100 Acre Wood, and clear the Hades Cup

After you see the end credits, Deep Dive will be unlocked.

When you reach Hercules in the Hercules Cup, press start then select restart. When the match restarts the timer will freeze. This only happens in the Hercules Cup.