Instructions:

IF YOUR USING ONLINE TRAINING ROOM:
put the STGONLINETRAINING.pac in:

pf/ stage/ melee/ 

If your using PW's Stage Expansion pack name STGONLINETRAINING
to whatever Custom stage you desire:

STGCUSTOM1.pac
STGCUSTOM2.pac etc..

If your not using the PW stage expansion pack simply activate this code

Rumble Falls to Online Training
C298D528 00000003
2C060031 40820008
38C00005 60000000
90DD08C0 00000000
C26DCEE0 00000003
A37A0022 2C1B0008
40820008 3B600037
60000000 00000000
-Use this code to replace Rumble Falls with the Online Training
Practice Stage.

and put the STGONLINETRAINING.pac in the melee folder and you should
be able to play it.
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For those who want to use the other replacements:

Put the STG-------.pac (whatever stage it is)  and put it in:

pf/ stage/ melee/

Then put the st_------ (whichever .rel it is) and put it in

pf/ module/   (if you havent already, make a new foolder in pf and name it
"module"

This should allow you to use the other replacement stage isntead of using it
over Online Training Room.
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                                                                                         - FairKnight