To answer your question, yes you are doing this wrong. The tire pressure listed on the sidewall is the MAXIMUM pressure that the tires should be inflated to. This is not necessarily the pressure you should be running at. The car manufacturers pressures are a good STARTING point. The same tires on two different cars will most likely require two different tire pressures for optimum performance. So much depends on vehicle weight, suspension geometry, tire type and other factors, that it is impossible to come up with perfect inflation pressures without trial and error. When I get new tires for any one of my cars, I start off with what was working good for the last set I had on and then adjust a bit up and down, front to rear, to see where the car feels best to me. Most of the time it is fairly close to where the manufacturer suggests...unless it's a Ford SUV with Firestones. :laugh:
BTW, if you drop from the 41 psi you've been running to something closer to 32 psi, I'll bet you find a whole lot more grip in those tires. Then you can play with the pressures to find the real optimum for you car and tires.