Check out the fluid in the Power Steering reservoir. Looking (smelling) for burning or checking levels. Then, check out the hydraulic lines to the pump. Have someone steer it while you look at the fittings for leaks or hisses. Finally, check for bent cross members or poor bushings to make sure that things aren't binding not only when you're putting it in lower gears, but as soon as it moves an inch forward.
-> Steve