To retrieve the managed package objects along with your custom metadata, you have to manually add the objects you want to retrieve to your package.xml file. For example, to retrieve a custom object, you might already be retrieving the Account object like this:
<types>
<members>Account</members>
<name>CustomObject</name>
</types>
You simply need to add the namespaced object name to this list. This is the "API Name" visible on the object page in the Salesforce UI
<types>
<members>Account</members>
<members>packagenamespace__CustomObject__c</members>
<name>CustomObject</name>
</types>
If you just want to retrieve the fields that you are adding to that object for subsequent deployment, you can specify them in a CustomField type
<types>
<members>packagenamespace__CustomObject__c.MyField__c</members>
<name>CustomField</name>
</types>
Remember that the CRUD / FLS rules for any profiles that you are retrieving will include this object / field.
Please also see my response to this similar question about layouts How to retrieve layouts of customs objects belonging to a managed package?.
This technique applies generally to most (all?) objects in the metadata API.