Something to keep in mind, the PSP and PS2 versions are made by a different developer. Same cars/location, though. Apparently that developer has since been dropped by Atari, in favour of 'Eden Games' who is producing the 360 and PC versions. It sounds like the other developer (Madison House or something?) is better than Eden, though, despite being dropped.
Either way, I'm pretty disgusted with Atari right now. The whole online release thing was completely botched. I'm thinking I might pay for the download version, then download a DVD image from a torrent site and unlock it with my bought key; at least the DVD image version works.
Seems no one has had the downloaded version working yet.