Sega AFTER BURNER CLIMAX Owner's Manual page 61

Name Entry
If stage 13A, 13B or stage 15 are cleared, and the score is in the top 20 then you can enter your name.
A maximum of three characters can be entered.
Name entry ends when END is selected or when time runs out.
Move the control stick left/right to move the cursor.
1
Pull the trigger to select the letter the cursor is aligned to.
2
Pull the throttle lever towards you to move the cursor to the DEL position.
3
Press the START button to confirm the entered name.
4
If name entry ends without anything being input, the name will appear as "???"
If prohibited characters are included in the name, it will automatically be changed to "- - -"
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