If you are brave enough
http://www.e90post.com/forums/showthread.php?t=749585
Sears was notorious for making your steering wheel crooked. They've done this to my 2007 civic. But, my 335i came off the BMW lot tracking straight with my hands off the steering wheel. I didn't noticed the steering wheel wasn't dead center until the novelty wore off after 2 months. The BMW logo was about 5 degrees pointing left. I used the method above to straightened it out. Now my car is perfect in every way.
I know it is very frustrating and annoying to see a crooked steering wheel, bothered me everyday driving to work, it actually interfered with my ability to back into a parking space straight. Pretty difficult to find a shop that will be meticulous enough to fix your 5 degrees off steering wheel.