In the World of Ruin make sure you have all of your characters rescued including Mog, Gogo, and Umaro. Make sure you've killed all of the elemental dragons and have gotten Crusader, you'll also need the Gem Box from the fanatics tower. Make a party with ONLY Umaro and place him at the bottom character slot with sprint shoes on both of his relic slots and then save your game in the square DIRECTLY in front of Zozo and reset the cartridge. Go to delete file and select your Umaro file, go all the way through the process and after confirming it a guy will pop on the right side of your screen and say "Toasty!" Now reset again and you'll see that your Umaro game is still there except Umaro has been replaced with Squall. The only downside of this is that you can never get Umaro back and Squall is permanately stuck with dual Sprint Shoes relics. He makes up for it in full with his Renzokuken command slot which is a lot like Cyan's Quadra slice except it hits about 15 times.

I hear that this was taken out of the later US cartridges but if you got your game soon after it went to stores you should be okay. Good luck!