Although Saitek's default drivers for the Pro Pedal series don't allow you to adjust their sensitivity, there's no reason to be discouraged. Most modern flight simulators allow you to set a "response curve" -- a way to vary the ratio between how far the pedals move and how strong of an input the simulator receives. It may take a little trial and error, but this response curve -- in combination with other tweaks you can perform on your Saitek rudder pedals -- lets you adjust the behaviour of the hardware to give you a satisfactory experience.
Set the resistance of the equipment by turning the large cylinder between the two pedals -- turning it clockwise increases the resistance. If the pedals are too loose, you will wind up making movements that are more extreme than you intend. Conversely, if the resistance is set too high, it will require too much pressure to overcome the friction, making it impossible to move them precisely.
Right-click the icon for your Saitek Pro Flight Pedals in the taskbar, and click "Control Panel" to open the "Saitek Pro Flight Rudder Pedals" settings window. Click the "Dead Zones" tab, which displays the "dead zones" for the rudder pedals -- an area around the centre of the axis in which the device ignores any input.
Click one of the two boxes in the centre of the display and move it to change the dead zone. The dead zone will appear as a grey box that increases or decreases depending on how far you move the two boxes apart.
Open the flight simulator in which you will be using your pedals. Under the "Controls" section of your simulator's options, you will find an option to set a "response curve." Typically, this looks like a graph, with the physical position of the pedals on one axis and the software position on the other axis -- the line in the centre represents the curve.
Change the response curve to suit your use of the pedals. A curve where the software position increases slower than the physical position will give you greater precision at the expense of less sensitivity. On the other hand, a curve where the software position increases faster than the physical position will make the pedals much more sensitive, but it will be harder to make precise adjustments.
Setting response curves in individual simulators lets you change the rudder behaviour to fit different scenarios. In a combat flight simulator, try setting the curve to increase the sensitivity to make it easier to make quick evasive movements when dogfighting. In a helicopter simulator, precision is more important, so set a curve that allows you to make gentle, precise movements with the pedals. A larger dead zone decreases the sensitivity of the pedals by increasing the movement required before your computer responds. A smaller dead zone increases sensitivity, because even small movements of the pedals will be registered by your computer.