My best suggestion would be to hit windowsgaming.com and get the XBox 360 controller drivers for Windows and try hooking it up to a PC. From there, you should be able to check if you can calibrate it properly and if the same problem occurs under Windows.
It could just simply be the sticks dont center properly and auto-calibrating on the XBox poorly. Hooking to a PC should hopefully determine a calibration issue or just a bum controller.
Good luck!