First go to the title page then press the buttons in this order: XYRLXY
Unlock Crystal Forever
After you defeat the grand king, (the king of evil in the dark ruins) you unlock Crystal, you get her back even when you get wiped out.
If you understand that your team isn't really at a high sufficient level to battle a particular area, do not trouble going there yet - you'll lose your men, otherwise. When catching Denpa Men, take your time and do not simply get any - pick those that have great secondary capabilities.