Why would my steering wheel stay to the right or left depending where i turned

What is your question?

I took my Suzuki xl7 to an alignment and they said it was another part that seened to not wrok but they didnt seem to be able to explain it well but that an alignment wont fix it. Something about a rod that helps connect the wheels to the steering wheel one. When i drive and turn left the wheel wont go back to center and only leans towards the left and vise versa. Or a bump can rearrange the wheel. What part could it be? The steering knuckle?