Okay, so you downloaded a character, right? Now you have downloaded your character, go to the icon fourth from left on the bottom row. Select the fourth option down in the first set of options (marked: Kosodatechou) and it will take you to the names of the downloaded characters. Select the one you want to view and then press A. A picture of the item you need to use to get the character will appear. Buy it from TamaDepa if you haven't already. You need to use this 3 times in the child stage.
You can download around 8 characters, to make room for other stuff.