When your GT6 freezes whilst loading the 125cc GT Arena event that is not called crashing your GT6 so please say it right. Have you done a system update of the ps3 ?. Or try this clear your system cache and see what happens and it may or may not work on your freezing problem. Clear System Cache Delete temporary data downloaded from the network from your Hard Disk Drive (HDD). When online events or other features are not updating correctly, clearing the system cache can resolve the problem
I had a similar problem with a Kart event on Autumn Ring. With a bit of searching, I was not the only one with this same problem. A uninstall/reinstall fixed my problem. Be aware that if you do so, you have to backup your GT 6 save game and everything in your GT6 library (replays, pictures, etc...), if you want to keep them.