When you're at the dancer selection screen of a song, hit the top right button that says "Add Challengers." The game will then add players that submitted scores online. Generally they will fill up the empty spots so you'll have up to 5 other scores to beat. When you finish the song, hit the top right button that says "Send Challenge," and it will send challenges to all the players whose scores you beat. Obviously, this means you gotta dance well enough to be able to send score challenges, so good luck!