You can't do it in training because the keeper never comes outside the area.
Play against the easy computer and let them take the ball into your half. Then watch on the radar till their keeper comes out of the box. Steal the ball and BEFORE the half way line press R2 and hold circle. Bang. 4 out of 5 times it goes in.
I've not scored one on top player yet though, so it could be just against the shitty AI.
i think this is a ps3 problem. it does not work on the xbox 360.