Mega Man X5: How to get the best armor

In Mega Man X5, X's best armor is Ultimate Armor, and Zero's best armor is the black armor. You get both of these in the red Zero Virus stage. Ordinarily, you can't get both X's best armor and Zero's best armor without cheat codes. If you play through the level as one character and win, you can't go back to that level to play through it with the other character; instead it takes you to Sigma. But if you start with X, lose all your lives, and then play as Zero, you can get both kinds of armor.