Yep. I returned the first DF wheel I bought and found the replacement did the same damn thing. In addition, the brake pedal does not apply 100% braking in the game, even with the pedal all the way down. (turn the brake force indicator on while watching your replays)
Bottom line is, the Logitech Driving Force is a crappy wheel.
I was loath to give Logitech any of my money after discovering what a joke the DF was, but I ended up buying the Logitech Wingman Formula Force GP wheel for the PC (it works fine on the PS2) because there was no better alternative at the price I was willing to pay.
No problems at all with that one --everything works great, though you lose out on the buttons --not a big loss for me.
///M-Spec