I also have the Madcatz gun for my DC but I've never had this this happen and have managed to calibrate it OK in both House Of The Dead 2 and Confidential Mission (both PAL releases).
I can only suggest trying it in port 2 to see if it does the same and if possible, to borrow another gun off a friend to see if that suffers from the same problem. If it does then at least you know it's your hardware (either the DC or the TV) that's the problem. You could eliminate your gun from the equation by trying it on a different DC & TV with a different copy of the game (if a friend has also bought it too). I guess just try to eliminate the different factors by trying alternatives if possible.
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