So when you try to program the keys, the game seems to think a button is already pressed.
Check your dpad on the shifter unit, and all other keys, and make sure there isn't one sticking down. (or shifter accidently in gear)
Or, do you have a couple of other controllers plugged in? It's possible that one of them is conflicting, it might be worth removing them and programming the G27 first, see if that clears the problem.