Most of these have "conventional" power steering, powered by and engine driven hydraulic pump.  Check the tightness of the drive belt that turns the pump (one of the "fan belts").  You could also check the tracking as that'll make the steering heavier.  Otherwise, it sounds like a faulty pump or steering rack I'm afraid.  Get a decent mechanic to take a look and if you need a rack or pump, try one of the second hand online parts prokers such as 1st choice spares.com or breakeryard.com.

I think one engine option had an electric motor driving the pump, same as the Saxo - can't be sure of that, but if the reservoir is on top of the pump and the pump is mounted away from the engine (ie on the inner wing), it's electric, so check the fuse and wiring.

Tim