Ok, I wrestled with this one for a day or two and managed to get it sorted by combining all online advice;
BEWARE: Although the above mentioned video does set you transmitter to full throw, it has no relation to your car/servo combo, thus not setting your specific endpoints. Also; the procedure mentioned to get into "program-mode" didn't work for me!

Endpoint set Spektrum DX2E
First bind your remote to the receiver as described in the manual (bind plug, switch the remote on with the "bind" button pressed). Follow the complete procedure; full throttle, full brake, full right, full left. The remote and receiver are now calibrated (sort of). Switch the receiver (car) off and remove the bind plug. Turn the car back on and test all controls. Chances are that your steering is not exactly set up correctly, either the wheels don't reach lock or your servo is buzzing trying to push the wheels further.

Here's the trick I found out to finetune the steering (set the endpoints);
Turn your remote off, but your car ON. Hold the steering wheel to max-right and the trigger to full-brake at the same time. Now turn the transmitter back on. The green light will start blinking. Now you can use the steering wheel to steer and... use the steering-trim button to set the correct end point! Turning the knob rigt gives more steering, left less. Beware: once set; release the steering wheel FIRST before setting the trim button back to center. Repeat procedure for the other side. Now turn the transmitter and the car off. Place the bind-plug and re-bind and re-calibrate receiver. Turn the car off, remove the plug and turn it back on.

You're all set! Endpoints set correctly, full steering and no burning servo.

I find it bizarre that Horizon seems to be unable to provide correct procedures for their own kit, but anyhow, hope above helps you out!