Mine generally straighten out after 10 rows of knitting or so (from the weight of the yarn pulling on them), but then I am usually knitting heavy sweaters...
Read somewhere, years ago, about a woman who sat on the cable part and held one point in each hand (like sitting on a swing and holding the chains), then she would pull side to side on the points...something about either the friction, or the warmth of her [censored], straightened out the cables. I have never been desperate enough to attempt this!