I would also check that the little fin under the 'anti-cavitation plate' (just above the prop) is in place, if it is, check the manual to see if it's pointed in the right direction.
For the first time ever yesterday, I saw a steering wheel block, the hydraulic pump bit of a steering system literally explode and crack into two sections. It made a loud bang and promptly deposited the contents within onto the deck of the boat and splatter a fair bit of fluid around the console area. In this case, the steering assistance system from the engine seems to have malfunctioned resulting in some significant feedback to the wheel.... thankfully it happened just 3 metres from the berth whilst the boat was barely moving.
Definately check your levels as Richard says though, and ensure that whatever you top up with is exactly what it says in the manual.