As you increase the pressure, you will increase the overall stiffness of the tyre, which will contribute to the ability of the tyre to get you around a corner. But, you will also decrease the contact patch area of the tyre. There comes a point where the added stiffness is overcome by the reduced contact patch, and the car no longer likes to go around corners.
If anything, you need higher pressures in the front tyres - this will have the effect of reducing any understeer. For your setup, I would recommend 38 front, 36 rear for general road use. But maybe check what the manufacturer recommends, and then basically ignore it. Add at least 2psi to what the manufacturer recommends, making sure you still have more pressure in the fronts.
In the wet, ADD pressure (about 2psi or so) - what this does is hold the tread in a more open configuration, allowing the tyre to more easily pump the water from beneath the tread.