sometimes you approach the airport at a different heading than the active runway (i.e. you approach the airport flying to heding 180 but the active runway is 36)
when this happens (most of the time), ATC will guide you through a pattern around the airport and insert you on the active runway heading
here's a sketch... this is what he ATC does on most cases:

the blue line represents your original flight path (as shown is the GPS)
the red line is where the ATC tells you to change your heading and directs you around the airport
the yellow line is where ATC clears you for an ILS approach or, in VFR approaches, it asks if you have the runway in sight... then it tells you to contact the tower and land
i hope this helps
c ya
moach