[Phoenix Gamma]

Yea, it's pseudo-downloadable. It's a temporary thing, like the demos you download on the DS at stores or on the Nintendo Channel, or the stuff you get from Brawl's wifi service. This is the first they've done anything like this for MK, though.

As for ghosts:

There are two ghosts per stage, and when you do time trial, you pick a ghost to race against, or one of your own. If you beat it by a lot, you get a faster ghost to race against. They know all the shortcuts and usually make perfect turns, so you need to be really skilled to beat them. It doesn't matter who you are when you race, though the ghost usually matches the stage, like Luigi at Luigi Circuit or whatever.