Do you have the up/down rudder controls that use lines? T handles? If not... you need that upgrade. The rudder down line can be cleated (locked) down. If you have lines... use the cleat to hold the rudder down. Next is the "balanced" rudder as shown in the tech notes:
# 81397001 "Balanced" Large sailing rudder for Twist-n-Stow
Available at no charge for all AIs produced before this became standard this spring. Hobie AI production / shipping included this rudder since mid-May 2007.
Upgrade tech notes: http://www.hobiecat.com/forums/viewtopic.php?f=68&t=5958