D328 FLT CREW; RETURNING TO LAND DUE TO A NOSEWHEEL STEERING COMPONENT; LANDS AT DEN; BUT TURNS ONTO THE WRONG TXWY ENRTE TO THEIR GATE.

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ON CLBOUT FROM DEN; WE EXPERIENCED A 'PSEG' SYS FAILURE THAT AFFECTS OUR LNDG GEAR AND NOSEWHEEL STEERING. WE REFERRED TO OUR QRH AND CALLED OUR COMPANY MAINT/DISPATCH. WE MADE A GROUP DECISION THAT A RETURN TO DEN WOULD BE THE BEST COURSE OF ACTION. WE CALLED ZDV AND CALLED FOR A CLRNC BACK TO DEN. THEY ISSUED A CLRNC BACK TO AN ARR AND ASKED IF I WOULD LIKE TO DECLARE AN EMER. I DECLINED TO DECLARE AN EMER AT THAT TIME; BUT I WOULD LATER IF THE SIT GOT ANY WORSE. AFTER FURTHER REVIEW OF OUR QRH; I DISCOVERED THAT LNDG WITH THE NOSEWHEEL STEERING WAS NOT POSSIBLE. THE DO-328 CAN BE DIFFICULT TO TAXI WITHOUT NOSEWHEEL STEERING; BUT I HAVE NEVER ACTUALLY BEEN FORCED TO TRY IT. MY FO LANDED WITHOUT INCIDENT; BUT I DISCOVERED THAT TAXIING THE AIRPLANE IN THE WINDY CONDITIONS REQUIRED ALMOST ALL OF MY CONCENTRATION. KEEPING THE ACFT ON THE TXWY REQUIRED THE USE OF BRAKES; AND ENG PWR. WE ALMOST WERE FORCED TO OVERHEAT THE BRAKES JUST TO KEEP THE AIRPLANE ON THE TXWY. I GOT THE ACFT TO THE RAMP; BUT I WAS UNABLE TO FULLY COMPLY WITH THE TAXI CLRNC I WAS ISSUED. UPON REFLECTION OF THESE EVENTS; I SHOULD HAVE MADE SURE THE GND CTLR WAS AWARE OF OUR SYS PROB. IN ADDITION; I PROBABLY WOULD HAVE TAXIED OUT OF THE WAY; AND HAD A TUG TOW US TO THE GATE. SUPPLEMENTAL INFO FROM ACN 573678: WE HAD A VERY HARD TIME MAINTAINING DIRECTIONAL CTL OF THE ACFT. WITH THE BUSY COCKPIT ENVIRONMENT; ATC; AND ACFT ABNORMALITY; WE MADE A WRONG TURN TAXIING. IN RETROSPECT; WE SHOULD HAVE DECLARED AN EMER AND REQUESTED A TUG TAKE US BACK TO THE GATE.