Thanks for reply,
It is actually more complex. In static case, the only problem seems to be the weight of gripper. Even in this case, you have the effect of weight, on different axes of force sensor. More problem is when the robot is moving, and due to acceleration and dynamics, there are forces measured by force sensor.
Actually, my question is first to know what sources of error could be, and then what are the "standard" solutions to them. I assume that there are lots of people who use wrist mounted force/torque sensors., and they should have the same problems, and should have solved it.
One guess would be to calculate the Weight and dynamics of robot at each step, and use them to compensate for the robot. But, I'm not sure if this is what everyone does.