Red Steel Help...

I didn't think this should go in off topic, hope I put this in the right place...

In Red Steel for the Wii, at mission 5 in the first chapter, I think... The sword fighting master, and the bar with the training room, had guys that said I could go there any time to train... How do I do that?

I checked the manual and I have done chapter select, but for chapter select you have to go through the whole long live again!

If there is a way? I would be thankful for the help. Also if someone knows how to go to different checkpoints, while repeating a chapter, that would be helpful to know...