Try looking at www.gamefaqs.com for your answer. I tried to see if they had the codes up for the Mega Man X collection (it will be up in a couple of days if you wait, though). I say look up Mega Man X4 for the PS1 itself, and then try inputing whatever code it says you to do on whatever version you have.

My girlfreind wants me to go to bed so sorry if that made no sense (and I'm in a rush...not like the dog Rush, though).