When you have 600 respect points from any crew leader, you can challenge them for their car. These races can be difficult as a defeat will result in you losing your car. If you remove you memory card before challenging the leaders, you can prevent this from happening. If you lose the race, simply reset your PS2 and load your game from your card. However, if you win the race, re-insert your memory card and use the autosave function in the Extras menu to save your data.