That's one of the problems with UV mapping. To correct it, you can remap the mesh so that the bit you're interested in is straight, or you can distort your texture so that it appears straight when applied. Something like UVMapper Pro which allows textured previews of the 3D mesh is useful here, or there are high end 3D painting applications which allow you to texture directly onto a 3D surface. They have a price to match, though.