I started my game again this morning (I'm in N.Z) and I saw this UFO in the sky... i have seen it before but...I didn't have a slingshot. What happens when you shoot it down?

When you shoot that UFO down, it will crash land somewhere in your town. You have to find it.

When you do, there will be a bird wearing a space helmet lying on the ground, talk to him and he'll introduce himself as Gulliver.

He'll explain how he's missing a few parts of his UFO, which means he can't get it to work again.

So you have the dig up the parts, they're just the normal cracks in the ground.

When you give him all the pieces, he'll give you a special item, and will be gone if you enter any buildings or turn off.

Will he be gone if you close the ds?

No, but it doesn't matter because you can shoot him down again and again, he never stops appearing in the sky.

It's just random that you see his UFO in the sky. Any time of any day.