The Paddles only work in the sequential shift mode, to do that you need to push the gear stick down and turn the switch to the right...
You can also reconfigure the buttons by choosing the Driving Force Pro and then mapping functions like the live adjustments to the base of the gear stick buttons.
When you are in manual mode on the G25 (push the stick down and turn the switch to the left) and in manual mode in GT5P you can get the game to check that you use the clutch pedal correctly when changing gears by pressing the key you assigned to reverse in the Driving Force Pro button config screen, by default this is the button that would be where the triangle is on the base of the gear stick...
damn that sounded confusing, hope it helped somebody...