there is a small plastic ring behind the steering wheel that breaks easily
its about 2 cm long and fits right up to the wheel with 2 cut outs for the cancel ring on the column
to check take the wheel off, and you will see a little "peg" where the indicator stalk is, put indicator on (move stalk up / down) and turn the ring round on the steering column, it should cancel
if the ring on the wheel is busted
you could get one of these
Elmer d above says it all really, just to add that I bought one of the one's on ebay as mentioned and they are nicely made, fit well and have a nice positive action when the indicator cancels. 10 min job once you finally manage to pull the horn button and wheel off!
Thanks Elmer D & Twice Nightly your info was a great help / I tool the ST wheel off with difficulty & it all became clear . all fixed now . Thanks Chris l
Had the same problem with mine but put up with it, after seeing Elmer d fix thought I would give it a go . Sorted within an hour and works a treat thanks for that