Seriously guys - you have to even consider superpes's method mentioned above.
I also found this insanely annoying in pes 2012, but if you just take 2-3 steps towards the middle with the goalkeeper, and then remove the cursor from him, so that he has nearly the same distance to both sides of the goal, then this will not be that big a problem. It is very important that you remove the cursor, so he doesn't stant still watching the ball go in.
It is not realistic though, i'll give you that, since a keeper in real life would always stand in one of the sides..
But still - try the mentioned method from superpes - the importance of it can not be stressed enough