Thrustmaster T150 set up guide PC

I will be getting my wheel in a few days, a T150. I was wondering if someone that has one of the these could let me know if there are any headaches I can avoid in setting it up for the pc. I was seeing something like where you have to click L3 and R3 at the same time while plugging it in. A lot of info out there and I would like to be prepared. Thanks in advance.
 
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