To unlock Gauntlet Mode, you go through the game in any difficulty to unlock it. It can be lengthy, but the payoff is worth it. The reward for beating this bonus level is to unlock extreme mode. It's an important part of unlocking Drizzt, who is a bonus character for this game.
The rules in this bonus level are simple but deadly. You have fifteen minutes to take out all enemies and escape the dungeon. To be fair, this is set at normal difficulty, so it's not too hard to take down the enemies as long as you know how.
Drizzt has to survive with just two scimitars, which are both powerful but he has weak strength similar to Adrianna. So look for treasures that contain health potions, but watch out for treasure which might ignite and be prepared to move out of the way. Lastly, try to take down enemies separately and try not to take too long or you'll start over again.