Well first things first, do a speed test, either on the PS3 or via a website like speedtest.net. To do it via the PS3, on the xmb go to Settings, then Network, and then Test Connection.
To prevent causing lag you need a good upload speed.
Also, if you're using a wireless connection, ensure that you've got a good wireless signal, at least 75% or more and if possible use a wired connection instead.
It's highly possible that you're causing lag but not seeing it yourself. Just because your connection looks to be fine during a race doesn't necessarily mean that it is.