Pause the game and press X + Y.

Hold X + Y on a standard controller or L + R on a driving wheel controller at the main menu.

At the options screen, hold X + Y, then choose the "Passwords" selection. Enter one of the following case-sensitive passwords to unlock an additional course:

Enter "CinqueValvole" to unlock the Fiorano course.
Enter "LiebeFrauMilch" to unlock the Nurburgring course.
Enter "Stars&Stripes" to unlock the Laguna-Seca course.
Enter "KualaLumpur" to unlock the Sepang course.
Enter "DaysofThunder" to unlock the Atlanta course.