I think that some kinds of fun are definitly nature - learning something new for example (a few more 'R' rated activities come to mind as well)
Belonging to a group is a nature kind of fun, and getting fun from doing the things that are associated with belonging to one's group is a 'custom' sort of fun.
I would venture that behind every kind of custom fun there is a nature fun - in the manner of conditioned responses, see
http://psychology.about.com/od/cindex/g/condresp.htmEven Schadenfreude is a nature sort of pleasure - I think this because on the rare occasions when I feel it, I'm very mad at myself.
http://en.wikipedia.org/wiki/Schadenfreude
