is it more of a clicking noise that makes the car feel like its crabbing like a 4x4 does when turning full lock on tarmac?
do you get any feedback from it through the wheel? have you taken it on the track at all or do you ever drop the clutch to get the wheels spinning?
sounds like one of a few things... if its clicking then is could be your CV joints are worn, its only noticable on full lock and often when cold as once they warm up the grease in the CV boots have warmed up creating more lubrication...... check this by doing a full lock turning circle in a car park from lock to lock, you should hear which side is clicking if you do it with your windows open.
if its a knocking noise with feedback through the steering wheel it could be something to do with the struts. they can often knock if the strut isnt alligned in the wing correctly, could be from worn top mounts or poor fitment from factory or anything in between...... you would hear this at various speeds though and intermittently regardless of whether the car is warm or not. the only way to properly test this is either on strange camber angles such as turning diagonally over an angled kurb to a dirveway or otherwise get the car up to at least 120mph if not more and see if the front end starts to show signs of serious wobbling with feedback through the wheel. if it does that then your top mounts are shot or not seated correctly.
i doubt the mounts would be worn on a 2005 model car though......
Alex