I've beat Lu Bu many times before, now I can play as him, and I have his secondary outfit(gold!).
I kicked his butt with Zhou Yu, at Hu Lao Gate, Zhou Yu was level 1 at the time, the trick is.......save right before you face him, and never let him hit you, and only use charge attacks and musou attacks, although in DW4 you don't want to use charge attacks against Lu Bu!
You see my profile picture, that's what Lu Bu looks like in my game(Dynasty Warriors 6), to see the pic better, right click and click view image.
I'll make a video of me playing with Lu Bu.