Initial Error during Real-time control

Hello all,
I am currently controlling a DC motor in real time by using an simple PI controller. 
Unfortunately, I found that there is some initial error when the desired motor speed (which i desired) is zero, the error signal come from the actual DC motor is oscillating at -3.
What should i do in order to make the initial signal to zero?
Thank you very much.

Ok barp, i had work out for many scale (-0.1, 0.01, 0.1, 0, 1, 2, 10, 100, 500, 1000, 2000, 3000) and i will show you here. P/S: Red color= Actual motor speed, Green color= Setpoint(desired Speed), and the white color= controller signal.

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