1. Go to the main menu and go to multi player.
2. Then choose whether you want to do "Ad hoc" or "Infrastructure" really either one works. Whatever you like best.
3. if you choose "Infrastructure" you have to have wifi and connect to it then you will be able to go and race other players. If you choose "Ad hoc" then you need to choose to join event or host event and it will just connect you.
But in anyway to get online you need to have a wifi connection somewhere near you.
Rise Of Reflex
http://www.youtube.com/watch?v=sw4yB_1RXFk
Yz125 Racing
http://www.youtube.com/watch?v=r6xciLwe-5k