The bullet zooming effect you saw be done with CGI or an actual bullet model against a blue/green screen background and merged in to the footage later. The latter is probably cheaper for a studio, since CGI costs a bundle and brings it's own headaches while blue screening is a known quantity.

If you can render frames with alpha channel data, you should be able to merge things pretty easily. If not, you may want to emulate bluescreening with a solid color background. I think most video editing packages will do 'chroma-key' effects.