UFO Trophy in Alien Zombie Megadeath

Pretty easy. Level 13 is the first level to feature UFOs. They will fly down the left or right side of the screen. They always appear on the side opposite where you are, so you'll have to run over to the other side of the map in order to destroy them. Keep an eye on the enemy indicators on the side of the screen so you can see when they appear.

To unlock the UFO upgrade, destroy 12 UFOs in Level 13. This will give you a medal that unlocks UFOs in all other levels, as well as the UFO spacesuit.