I don't think any game is going to actually SUPPORT that wheel because it's not a Playstation accessory.
Some games may work with it though.
It will all depend on exactly how the USB was implemented.

As far as what games to try, just stick in whatever you've got, and see.
How well they work will probably vary from game to game.
You just need to experiment.

Your best bet is going to be contacting your ISP, and having them walk you through configuring their equipment.

Here's a link I found helpful.
There are additional links at the bottom of that page that may help as well.
I don't know why you're not getting a NAT 3 to start with, but once you get that, you should be able to follow the instructions on this page to get a NAT 2.

http://www.absolute-playstation.com/playstation-network/expert-playstation-3-hardware-accessory-help-playstation3-ps3-console/10976-nat-3-nat-2-a.html

My dad's 65, and just bought a new computer to play Left 4 Dead, and Call of Duty.

I personally use the Toyota Soarer--in Grid.
Grid has just enough arcade control that it makes it much funner for me to drive.

This doesn't help your post directly, but is something to consider.

I would vote for Midnight Club or Grid.
The car customization in MC:LA is second to none.
Grid is a little more serious of a racer than MC:LA, but we get some really serious races going on MC:LA as well.

Burnout Paradise gets a lower score from me mostly because of the poor wheel support.
The game itself is good, but when your car just suddenly drifts off to one side for no reason, it takes a bit of the fun out of it.

For background on my opinion, I don't own ANY PS3 games that aren't racers, have a G25 Logitech wheel, and have been playing race games since Atari brought out Sprint.

I've been buying used games for years, and never had a single problem.
A lot of the games I've bought have been years old PS1 games, and even those have worked flawlessly.

Check feedback on the seller, and watch the descriptions of the games.
Most of the high volume sellers will tell you if the game has scratches, is missing the cover, etc...

I really like rally, but haven't seen any good online rally games yet.
The steering wheel support in most of the rally games is a little off too.

GT4 is the exception to that.
I am really hoping that dirt tracks make a good showing in GT5.
I'm also holding out hope for REAL racing in Dirt 2, not that progress meter junk.

For solo racing, I like drifting because it is very relaxing.
As far as current online racing, I'm playing Midnight Club:LA and Grid.

You say you love racing sims.
Do you have a Logitech wheel?

If so, I would recommend Grid over Midnight Club--if you're only going to get one.
The racing is more toward the sim end on Grid, and the drifting is awesome.

I love Midnight Club as well.
The action is more to the arcade end, but not as much so as some other arcade racers.
The car modding is great, and the online aspects are really fun.

I've got Burnout Paradise, but don't play it much because it sucks with the G25 wheel.
The car will suddenly just keep drifting to one side on occasion, which really ruins the experience for me.
A lot of people like it, but most of them are playing it with the controller.

Vinyls don't have to be just vinyl stickers though.

You can use them to create subtle paint effects, or to recreate paint jobs from classic cars.

I did the entire paint job of an '84 Hurst Olds on the '87 Grand National.