I main gripe is that it seems like you can only play with the "bumper" view. When I played with the standard controller, I'd play it in "chase" view.
I'm using the wheel with the PS3 game Grid. I don't think I can justify buying Gran Turismo 5 Prologue because it generally feels like it's a cut down version of a full game. I'm wondering if the wheel will feel any different running Gran Turismo 5 Prologue vs. Grid.
Another thing is that the default force feedback settings are all at 50%. I'd recommend setting it at 0% to start off with and then bumping up the settings slowly if you're having difficulty. Another tip is to start off with the slower cars such as the muscle cars. They tend to have heavy steering as well.