hehe yeah the menus are a bitch, i finally just kept pressing enter repeatedly and it runs you through some bizarre series of events. If you keep continuing after every race you get to race every type of car available in the game.

basically the way the menus work is each time you press "enter" you get a new batch of options above the current selection
So, you move down the tree until you get to go drive something, and with each "enter" there's options that are configurable for that step.

So yeah, its confusing, especially since many of the options are blocked due to the demo status of the game. Also instead of escape key getting you out of each option screen, its the Backspace key, and "delete" key to change options...bizarre.