Secret Cars

To get the UFO go to the Car Select Screen and hold R1+R2+L1+L2, keep holding these buttons at the transmission screen then press X. As soon as you're done with that, press and hold TRIANGLE until the race and then you should have the UFO

Mini Truck and Euro Car:
After selecting your vehicle, hold L1+L2 until the race begins for a miniature truck. For a european vehicle, hold R1+R2 until the game begins.