This is how you make it work:
plug in your steer and pedals
start up your game (GT5)
switch off controler and make shure thw steer is "controller #1"
your steer will work like the controller (x = gass square = brake etc.)
to change this make L2 brake and R2 accelarate
L1 shift down and R1 shift up
the rest u can change to how u want it
NOTE if you play next time with controller you are playing NOT with X = gass square = brake etc.
also in car options make the steering sensitivity high for max precision