I dont think you have filed the notch deep enough for the indicators to auto cancel? Had that problem myself, filed the notch a bit deeper and that sorted it.
@Ratty: I find that when I turn the wheel, the steering is much more direct than it was with the standard type S wheel, especially just after the first bit of travel after dead centre. Car seems to turn much more than it did before and sometimes I feel that it is just a bit too responsive at that point. Might just be an illusion of the smaller wheel but that's my sensation with it
