Ronkihack,
You need to do a bit more than just hook up an Arduino to a motor to make it work. Fortunately, not a lot more.
First off, you need to know what voltage the motor runs on. How is the toy car powered? Does it have onboard batteries, or run off a connection, like a RC car on a track? In either event, take out your handy dandy voltmeter and check the voltage on the power source.
Knowing that, the next step is to determine the current drawn by the motor. Break the circuit and reconnect it with an ammeter, using the ammeter to make the connection across the break. Turn the car on and see how much current it is drawing, both when free running and under load. (Unless your voltmeter is really basic, it should also function as an ammeter, but you might have to put the input probe into a different socket.)
The Arduino pins can supply about 40 mA (milliAmps, or 1/1000 of an amp) at either 5 or 3.3 volts, depending on your board. I think the mega is 5 V, but I don't have one. You can verify that with your voltmeter too. If your motor wants more current than that, or more voltage, you need an external circuit to control the motor. There are many varieties, too many to describe in one post. Best bet is to get the specs on your motor and report them here, and then I, or better yet, someone like crossroads, can suggest what you need to do. Most likely a transistor and two resistors will put you in good shape, but my experience with motors is very limited. (I do intend to play around with them once my current disposable electric toothbrush wears out, and I can take out the little motor inside it.)
Regards,
Martin