Engine braking skid in 2nd gear, wow!
My Honda won't do that...but it's FWD. Markus, which car are you using, which track, which turn (or on straight)? If you have a little web space, you could record a short replay that shows your problem, and post it on your web space so we can see it ourselves.
The cars are not all set up perfectly...especially the suspension, it's pretty tricky to get the suspension to act just right. At the moment I think the GT (Mustang) is pretty well set up for drifting, and the XS (S2000) is OK, although it understeers more than I'd like...some cars like the M7 (RX-7) are just all over the place. There are some sweeping downhill curves that are nearly impossible in that car...