Hi Karsten,
You've got an "interesting" combination there. :-)
I think you're cooking the bread too fast and using an inappropriate pan. It may also be too wet.
Bread is a sensitive beast. The results depend a great deal on: 1) how much water is in the dough. 2) the amount of yeast, 3) the amount of salt, 4) the oven temperature. Measure these ingredients carefully (I use a digital scale to measure water for my breadmachine). Also, you might want to try a different pan. A standard bread pan has a square cross-section so it's just a couple or so inches from the center of the loaf to the pan. In a 9" pan the center is farther from the edge and will cook slower. So it'll need more time (if everything else is equal), so you'll need to use a lower temperature than you're using.
It's best to start with a known recipe and see how that goes. I'd suggest:
1) Get a standard bread pan (e.g. an Al-foil pan from your local supermarket if you don't want to spend much yet). Get an oven thermometer too.
If you don't want to buy a pan, try a loaf which doesn't need a pan like Italian or French bread. You can cook it on a baking stone or a cookie sheet. The dough is stiff enough that it won't collapse the way normal bread dough will.
2) Start with a standard whole wheat recipe. Measure the ingredients carefully, especially the water. Glass/liquid measuring cups are better for liquids than dry cups, but they're not calibrated all that well either. Edmund Scientific has a variety of electronic scales which are pretty good. I got mine (2 kg with 1 g resolution (also does ounces) for $99) there a few years ago.
3) Check your oven temperature. If you have an old electric don't be surprised if the temperature is off 50 degrees from what you expect. I use a set of baking stones in my oven (on the bottom shelf) to try to even out the temperature and minimize the radiant heat (from the heating element) seen by the bottom of the pans. It's necessary for keeping the bottoms of cookies from burning.
If that WW recipe turns out well, then start experimenting. If it doesn't, then try to figure out what's wrong.
A cup or so of oats is a good addition sometimes - it makes the dough moister and more substantial yet with a smooth texture.
Hope this helps. Good luck.
Cheers,
Scott.