Do you have any other controllers attached? I had the same problem with my Saitek X52 conflicting with my wheel.. (I disabled my wheel)
Even something like a wireless mouse or keyboard can cause that problem. Because the rudder is also spinning, I think that's the case. I suggest that Lars plugs out everything and if the problem is gone, plug everything in one by one to see what's causing it.
My wireless mouse is interfering with my wireless keypad for example

Otherwise calibrate it with the windows program!