I just bought a PSP 2 weeks ago and sometimes I'll be playing a game the the car or character will start drifting to the left or sometimes down. I'll nudge the analog stick and the character will stop moving. In the game I'll be using the directional pad so I'm not even touching the analog stick. The analog stick isn't actually stuck to the left or the bottom, but the game will think there is input being given by the analog stick.

Does this happen to anyone else? Is there some way to calibrate it or should I exchange the PSP for another?