Understeer is a problem for all AWD cars. If you have the VCD installed, try reducing the amount of torque sent to the front wheels. Boom's advice is sound, as well.
Also, try a different car. People tend to be seduced by the Skyline's raw power, and turn a blind eye to its mediocre handling. Try an Evo, like the VI RS, for something a little handier in the corners, but still AWD.