Thank you very much for your replys guys, VinceHerman, your explanation was great, now I can clearly see why this happens. I've held the heli on my hand by the skids and given it full throttle and I can see the coning you are talking about, due to the flexible nature of the blades. Now I can really see also why some wooden blades would reduce this greatly.
Wooden blades are the way to go, for now, until I can get my hands on one of this higher performing CP helis like the Shogun or the Trex...hahaha
Now what I'll also need is a bigger place to practice in. I've learnt hovering at home, and tried the forward flight thing inside the parking of a shopping mall (when it was pretty much empty), but I guess if I want to move on to real FFF I'll need to find somewhere where people gather to fly thins things, like basketball courts and stuff like that (i've seen it in some vids).

Thanks for the info guys!