Crashed: The first Lena Valley Leaps mission used to make me insane (jumping 10 buses with cars that went at about 5mph). This was about 2 or 3 years ago... or something.
I recently found out that the game's disc has nearly all its files as .zip files, meaning you could convert the cars and tracks for other games (Carmageddon 2 comes to mind) ...if you really wanted to.
And for the most frustrating thing evar:
My sister got a PS2 (slimline) a few years back, so before she got it, she had to save everything onto my memory card. When she asked me to transfer all the data using the Action Replay Max software, it wiped my memory card. I was like "FFFFFFFFFFFFFFFFFFFFFFFFFFFF".