Well, they say that the wheel is compatible with PS3, but this is only true because they made the ps3 recognize the wheel as a Driving Force GT (Got no Clutch or H-shifter) instead of the the better G25/G27.
As for the games, it doesn't matter 100% what games it comes to, but in my case it is Gran Turismo 6.
Gran Turismo 6 is freakishly hard to drive on with 900 degrees and therefore I wonder if your crosshair supports G27 emulation and could probably(by the undocumented wheel settings for PS3 for that wheel) set the wheel to either 700/450/270 degrees.