I was flying the shamu sw 737 last night (great skin btw) from St Louis (my hometown) to Ohare (where i grew up btw...well, not at the airport...um, nevermind). I have the flight planned IFR and in the planner. Before I took off, I set altitude at 7000 (initial alt given by tower) and pushed the alt hold button. Set the speed at 250 and pushed the spd button. Set the heading at the runway heading and hit heading, set the gps/nav switch to NAV. Left the master switch off of course. FD and AT off at this point.
Take off, positive climb, 1000 ft, gear up, FD on, AT on, AP master switch on, hands off and away we go. I correct course as given by the tower, and when told to resume own navigation, I set the gps/nav switch to GPS so the AP will follow the course to ORD. A few minutes later, I look at our course, and we haven't made the left turn to follow the gps track, we have flown right through it. Tower tells me to turn to so and so to intercept course, and I do so and I look like i am on track again. Few minutes later, at the CAP waypoint, the track makes a slight turn to the right. the plane doesn't follow. I had to go a little later so I saved the game, so I don't know what the deal is. There is a left turn coming up, so is it possible that the AP is just "cutting the corner" and staying on the left side of the track knowing that a left turn is coming up? I didn't have this problem on my flight down to Princess Juliana in the 747, so I am concerend that the AP might not be working correctly on this plane.
Thoughts? Did I do something wrong in setting up the AP?