Most likely, the reason you can play well with a gamepad on the PS2 and Xbox, and play poorly with a wheel on the pc, is that the PS2 and Xbox are arcade games, and the pc games are simulations. You cannot play them the same way. GTR2 and rFactor try to simulate real racing cars as they are... they do not dumb it down for you, as the arcade games do.
There are many guides for stetting up your wheel for GTR2 and rFactor on the internet. Why don't you search for some of those, and try again with proper settings? If that doesn't help, then the problem isn't with the wheel, but with your approach.
It's only after we've lost everything, that we are free to do anything.