Well...New Game+ is only available in the International version (The one with Dark Aeons and Penance) so if you don't have it then it won't work.
Go to Bikanel Island and go to the area just before where you go into Home. You musn't of defeated Dark Ifrit for this to work or the glitch will be different.
You will see 2 Al Bhed guarding the way so you can't go to where Home was.
Now, walk towards the left guy while repeatedly hitting the O button (circle). When you stop, move the analog stick to the left while repeatedly hitting the circle button.
Eventually, you'll get past them and be able to control Tidus. Keep walking untill you leave the area. The next area you'll be in is Home. You'll basically start the game from the halfway point with all your stats as they were before the glitch. Also, when you were in Home before, Yuna wasn't in your party. Well, now she is.
You'll be able to use her in your party where you couldn't before. And you'll get to keep all the items and levels gained in those parts.
But there are exceptions.
In the Evrae fight, DO NOT SUMMON ANY AEONS. Yuna will run to the side of the ship and run on the spot meaning the game has glitched and you will have to reset the game because Yuna won't summon until she stops running and Evrae wont attack either since its not its turn.
I think this is the only thing you can't do if you do the glitch.
After the Wedding Part, you'll be in Bevelle Temple so you should be able to get the hidden treasure then, thus you'll be able to get Anima.
Oh and if your not sure about it, save a copy of your New Game+ to another slot so you always have your good game save if it doesn't work out.
Here is the video that explains it all or you can check it at gamefaqs.com
http://www.youtube.com/watch?v=bA9hUMUYtc4