It's a common, and known problem with these cars. Don't worry about it, unless your feeling like you may have a problem. What I mean is, I have a completely new front end, with new ball joints, del-a-lum bushings, etc. and my car still does it from time to time. Also, a clicking, or popping noise coming from the front end while cranking the wheel all the way is common too.
Try not to crank it all the way if possible. It's not really too good for the car, and front end components. Keep it about 1/4 to 1/2 turn of the wheel AWAY from locking it. It makes u-tunrs more of a PITA, but it will make your car happier, and make you feel better while turning. If your car is still "slipping" even when the wheel is locked fully, then you have a problem and should look into it.
What kind of car you driving? How many miles on it, and what's old/new in the front end?