First thing to do - switch off traction control (if not by default).
Brake carefully, never overshoot. Slow in, fast out is MANDATORY. For most medium/slow speed corner, controlled power slide should be used. I usually provoke the car gently by braking oversteer, stab of the throttle or scandinavian flip (turning first to the opposite direction and then to the corner to loosen the tail). You should be sliding gently, not full power and maximum attack/angle. This is not drift excersize!
Once into a slide, try to keep the nose towards the exit of the corner, modulating the power and correcting with steering. Ideally, steering input should be minimum.
Most corners require that slide to be induced BEFORE entering the corner and aiming at the apex.
Cut the as much as you can (obviously).
Keep in mind that there could be different styles and techniques, which are just as fast in the end (like more aggressive sliding (e.g. Finish drivers) or precise/clean track style approach (e.g. Loeb) or something in between).
I guess you have troubles with the Sebastian Loeb challanges. These are not easy, but not that hard either and great fun (esp. the ice one). You should not dishearten and repeat until you get it right. Satisfaction will be huge in the end.
The other Rallies (with the generated tracks) shouldn't be that hard, due to car freedom and over-wide roads.
I am a Colin MacRae Rally/dirt series fan. To say the truth, rallying is a little bit clumsy in GT5, esp. those generated stuff on wide flowing roads. Loeb challanges are much better and more like the real thing.
Good luck, I hope this helps.