This glitch allows you to skip Returning to Midgar, however you will permanently miss Barret's and Caith Sith's ultimate weapon's and a Tough Ring, Ziedrich and Minerva Band by doing so. After defeating Diamond Weapon when he approaches Midgar, head towards Northern Crater in the Highwind to continue the story. When you reach the scene between Scarlet, Reeve and Heidegger in the meeting room, after Reeve says "I don't give a damn about the details!!", hold Right + Run. If successful, in the next scene your characters will appear next to Hojo to stop him, instead of seeing him talking to himself.