Xbox 360? The official Microsoft drivers allow this by default.
Original "modded" Xbox controller? By default it is assigned to one axis in XBCD, which is where the problem lies.
For example:
L would be Y+
R would be Y-
and neutral would be Y0 (zero)
To overcome this, you can try assigning separate axis to the L and R triggers. It should work in theory, but I never bothered trying to fix it.