It's how the game has force feedback programmed. All wheels have this "wobble". Just do your best to keep it centered you'll get use to it. Also adjust ffb torque if you find it to hard to fight.
Congratulations on getting the T500 - it's a great wheel with GT6. I have the same wheel and find that the highest I can go on FFB sensitivity is 4 otherwise it shakes while going straight. I use a torque setting of 6 and controller sensitivity of 0. The default settings for the wheel in GT6 have the FFB sensitivity set too high so you will need to reduce to 4 or lower.