To play as Marie you need:
STEAM
Skullgirls beta
Cheat Engine (i use v 6.2) - http://www.cheatengine.org/downloads.php

How to do:
1.Run STEAM
2.Run game and chose any game mode
3.Chose your character
4.Run Cheat Engine and click Select a process to open (first icon)
5.Found Skullgirls.exe in process list and double click it
6.In value window write your character numer:

0 - Filia
1 - Cerebella
2 - Peacock
3 - Parasoul
4 - Fortune
5 - Painwheel
6 - Valentine
7 - Double
8 - Squigly
9 - Marie

7.Then click firts scan
8.You found a few thousand adress
9.now chose new chars and write her number again and this time click next scan, repeat this up to the moment when you will have only three or lite more addresses
10. Chose one of this adress and duble click it
11. In game go back to the chars select screen
12.In Cheat Engine change your adress value to 9 and click active
13. In game chose random select and if your adress is good now you play as Marie