Bending your Pinewood Derby axles will make the wheels ride up against the nailhead, which creates less friction than if the wheel is bouncing around and rubbing against the wooden Pinewood Derby car body. It also makes alignment easier.
An axle bending tool is the simplest way to do this, and these tools can be purchased at the Scout Shop and many craft stores. But you can also make a slight bend in the the axle using a clamp and a pair of pliers.