There is - you get it off the contact that gives you your VEAT-specific arcs, whoever that happens to be (my memory often fails on a Sunday morning...).
That's easy it is the first contact you got. Alan Deslock I believe.He can tell you who to go next. Just follow the arc.
Btw the contact who gives the mission can be found near the BM at PO.
Do Alan Desslock's arc, then at level 10 he'll direct you to talk to Brick Johnson (a contact in Port Oakes). Brick's second 'mission' gives you your second costume.
Thanks all
Just a note. The extra slot is not the same one you get at level 20. So when you get to 20 you can have an additional slot as well. Mucho costumos. Although I have yet to use any of the additional slots as I like the armour. 
I seem to recall someone saying that VEATs get a costume slot at level 10, but my search-fu is failing me. Is this the case and if so how do you get the extra slot, is there a mission, if so who gives it?