Possibilities?
1.) Strut mounts..mine were messed up and i didn't really notice it untill i looked closesly at how torn they were. When you turn your steering wheel, your struts turn too (ask someone to turn your steering wheel and watch the top part turn)
2.) T/C rod bushing. go to
www.pdm-racing.com they offer whiteline bushings which improve handling performance. These are the first bushings to go on 240sx. I suggest replacing them, they'll really improve your handling even if the problem is not due to the bushings.
3.) Besides those two, it probably would be something with the balance/alignment of your tires or rotors.