If the vehicle in question is the Renault 5 Maxi Turbo Rally Car '85, then the vehicle may exceed the 1,000,000 credit limit for free car gift tickets (specific car tickets). You can only send and receive cars whose value is less than 1,000,000 credits. So in essence, the vehicle should not have been able to be sent to you in the first place.
If not, then try these tips:
-Try clearing your system cache (Options>Network>Clear System Cache).
-Quit the game to the XMB, then re-enter the game.
-Turn off your PS3 normally (via the XMB), then reboot and try again.
-Turn off all other devices on your network (i.e. printers, portable devices, etc.). May not even need to be mentioned, but worth a try.
-A part of your file installation may have been corrupted. Unistall the data via the utility in Gran Turismo 5's options menu (Options>Utilities>Delete Game Data). Then pre-install the game data again (Options>Utilities>Pre-Install Game Data). Back up your save file first. This should only delete your install data and leave your replay data, preferences, update data, photo data, and track maker data still on your HDD. Only try this as a last resort.
-Your internet connection may be experiencing connection problems. Try turning off any routers, modems and your PS3, then wait approximately 1-5 minutes, then turn them back on again starting with your modem. Wait until the modem is fully booted and running, then turn on any routers you may be using, starting with the one closest to your modem. Wait for all your routers to boot fully. Then turn on your PS3 and try again.
-Try having your friend gift you special paint items, or other items in his/her items list (i.e. car upgrades).
You also may want to back up your game save regularly. These are the tips I can think of from the top of my head.