Hi Port,
I use the same stick, but without problems in FS 2002/4.
Don't know which aircraft or FS version you're using but all MSFS versions have a facility to assign keys to aileron trim.
Try going to assignments and choose two keys or buttons on your keyboard and/or stick and use aileron trim to get rid of the tendency. After all most airplanes are bent, from school C152's through to 75/767's. In fact on the older Boeing's it is not unusual to wind in five units of rudder trim just to fly straight and level, just treat it as Saitek throwing in some realism!
If you want some real techie answers try the
www.avsim.com site and select forums.