A quick search of the FAQ for Break Mode yielded this information:
TYPES OF BREAK MODE
You can switch the break mode type from the Tutorial NPC's menu.
Default Break mode. When you enter Break mode, a burst of lightning
goes down on the Prinny. This effect actually causes massive damage
to nearby enemies as well as stage objects, so it could be both useful
and dangerous at certain times. It's especially dangerous if you
activate Break mode while standing on breakable platforms. Standard
Break mode doubles your attack damage, making rapid attacks MUCH more
potent against enemies.
This is the first game's combo gauge function. You don't enter Break
mode, (and thus have no access to Break mode attacks) instead you are
rewarded with sweets and scarfs/diapers when you fill up the gauge.
Classic Break is unlocked by beating the game once.
A special Break mode that focuses on score bonuses. When you enter
Score Break, any and all sources of Score will be multiplied by 4.
Sweets, enemies, bosses, you name it. There are some problematic
disadvantages to Score Break:
- No blue aura on ANY move
- No Prinny Cyclone (Hero Prinny)
- Instead of bouncing off a wall when you bump into them during a dash or dash jump, Prinny instantly explodes and dies.
- No damage increase during break mode
Score Break is unlocked as a reward for collecting 52 Lucky Dolls.