Ah, the PocketStation. A neat little peripheral for the original Sony PlayStation, the Japanese-exclusive device doubled as a Memory Card and a mini-PDA that, when connected to a PlayStation, could download exclusive minigames from a handful of PSX games. The Rockman Complete Works series supported the device with six Rockman-themed minigames collectively referred to as "Pocket Rock."
Footage of these minigames are few and far between, but one recent YouTube video offers a pretty good look at Rockman 2 Complete Works' respective Pocket Rock game, which has you running and gunning down foes in top-down shooter fashion:
Undoubtedly, the best feature offered from PocketStation support was cross-platform play. "Experience points" earned in these minigames can be redeemed for enhanced abilities in any of the six Complete Works titles such as a powered buster, increased running speed and more health:
Alternatively, experience points can even be used to increase the stats of Robot Masters, too, making them extra harder.
Pretty cool, wouldn't you say? PocketStation support (among other features) was cut from the Anniversary Collection, so collectors looking to purchase a PocketStation of their very own and/or the Complete Works games should scope out the usual places like Ebay, Google Shopping, etc. It's pretty much useless without a region 2 PlayStation and a copy of one of the six Complete Works titles, so be sure you've got those handy, too.
For more PocketStation information, check out the RM5 PocketStation FAQ and PockeStation Generation (Japanese)