This is a driver sim we did a couple of years ago, we used the PS2 compatible steering wheel from Logitech, the blue one, with Force Feedback! Lovely and great controller too - with a pair of pedals.
I've got my Logitech ff wheel working just fine with Blitz
As far as I know Blitz3D doesn't support force feedback (without doubt the most important feature on a steering wheel... We should buy a force feedback wheel for Mark Sibly and wait for a patch ;) ). Did you guys use an external DLL, or just avoided FF support? (someone did a shareware one some months ago, but wasn't very responsive with my Microsoft Sidewinder Force Feedback Wheel)