You need codes to do that. I'd provide the codes, but there's a really cool hack someone made that will also add Giga Bowser, Warioman, separate Pokemon, Zero Suit Samus, Sheik, Nana, and Popo icons, and make the character select screen look awesome with Ditto for the random button.
Just download
this hack. If you're using Gecko, rename the "sc_selcharacter_en.pac" to "sc_selcharacter.pac", and put it in your menu2 folder. Add the codes included to your gct, and presto, you have a new css with all those extra characters (Warioman doesn't work for me, but that might just be my Wii since it's never worked for me before).
If you don't want that CSS, you can just use the codes if you want. Alloys will appear as extra Mario, Captain Falcon, Kirby, and Zelda icons. Nana will appear as an extra R.O.B.. Popo will be an extra Ice Climbers. Warioman will be an extra Wario, and Giga Bowser will be an extra Bowser.