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.