I've never heard of that wheel but if it doesn't work when you plug it in then it probably won't ever work, or you could check there website for any firmware?
I did have one of these wheels for a while and it did work, until it fell to bits
If I remember correctly GT5 thinks the wheel is a normal controller (DS3) .
So go into the settings meny in GT5 and map the pedals on there as a controller not as wheel. Which buttons are which is marked on the the wheel.