In Final Fantasy VII, there was a feature known as "Limit Break". A Limit Break is a special ability that your character would be able to use once they get mad enough. Vincents Limit Break allowed him to transform into a monster, and that ability carries on into Dirge of Cerberus. However, you only need to have an item called "Limit Breaker" in order to transform.

Limit Breaker's are obtained in many ways. Usually, you could obtain one lying on the ground. But, you can also get them in the following ways...:

• Defeating an Enemy
• Destroying An Object
• Buying Them (fight with Weiss only)

As with other Items, you can only hold a certain amount of Limit Breakers (4). So remember to use them wisely, as they don't come aruodn very often.