I see, then it really seems like it happens when trying to load a stage that doesn't exist. That would explain why it works vs Kung-Fu Man, as his stage, kfm.def, should be included.
Could I see your data/select.def ? There might be something there that causes a wrong stage to load. And a link to one of the characters you use would be helpful, just to make sure it's not also anything else going wrong. Thanks a lot!