Saitek Pro Yoke questions/problem

I'm using a Saitek Pro Yoke w/ throttle quadrant, and switch panel. Today I've been having a few problems. I'm flying the Bombardier Lear Jet, and when I switch Auto Pilot on, and only turn on Alt Hold for some reason I can't steer the jet. But if I turn auto pilot off I can steer. I checked and the stick is working, and has been. Any idea what I'm doing wrong? My display on the yoke says Mode 2. I have not been able to determine the difference between the modes.
Thanks
Chris
Thanks
Chris