I don't know what the difference is between PSP and DS, but on the PSP version, the trucks are from Ammunation. In your PDA you can order guns over the internet and have them delivered to houses you own. These trucks that show up randomly with a red dot are these delivery trucks. They drive around the city whether you ordered something or not. You have the option to drive up shoot at them from your car or run them down and then steal it. Be careful, the driver is usually armed with a shotgun. If you kill the driver grab hit shotgun, but if your losing too much health just get in the truck and drive it back to your first main apartment. This is the only location where you can take it and get the guns inside.
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Either follow them, try to run them off the road or kill them.
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