If you could please keep all DS unlock discussion in that one thread, it would keep the discussion easier to keep track of instead of jumping around threads.
Daily training dojo is what you are talking about when you say Challenge mode, I am guessing. You unlock songs in that mode, which you haven't yet.
Perhaps you neglected to read the bold type on the stickied thread? "Remember you can only do these challenges once you get the letter in your mailbox that tells you to do it." Usually there is a number at the end of a letter in your mailbox, that is a Challenge letter. In order to get the letters, keep playing songs on the difficulty you want to get letters for, until you get all the letters.
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