Buy a car that can have the number changed on it (Stealths, GT Touring/Race Cars, Base Models) and go to your garage when you're in the car on the main garage screen you have the option to change the number. Where the racing suits, settings and free run options are.
It's a fair question. Select the car and in the garage menu where yu see your driver and the car, you'll see the option in the small menu box on the left. Note that not all cars have this option. Just base models, Karts and RB's. Also RM's from GT5 and cars from the Touring pack.
