How do i start a freeburn challenge in burnout paradise

On my PS3, you start any regular offline race (e.g. stunt run) by pressing R2 and L2 at the same time. The locations are always intersections and once you pass these intersections, coloured dots are added to you map. You can view the map by pressing SELECT. However, to answer your question. A freeburn challenge is started by pressing RIGHT on the 'cross' (left part of the controller). Find the menu option FREEBURN. Should speak for itself from there on.