Oh never mind, I putted it in to 2nd slot, didn't realize it was important. Thanks a lot!Plug it into the first USB slot on the PS2. Plug the wheel into the mains. It'll work.
You won't get to use the 6 speed shifter or the clutch though.
No, you can't adjust them in GT4. You'll get used to it.By the way, pedals seem to be very sensitive, can I somehow adjust them?