Another tip is to not fight with the wheel. It it wants to turn left or right slightlty...be easy with it and release your grip from the wheel and let it go its normal behavior then regrip the wheel and control it.
I'll repeat what has been said already...it just takes practice, but I recommend that you learn it... drifting is alot funner with it.
Pro mode means the wheel is very sensitive and a small turn from center will make the car turn almost immediatly, beginner mode means you have some tolerance in the center, don't be afraid to go lock to lock....its not a real wheel so your goign to have to compensate for the loss of 2 full wheel turns in real cars.