HDG TRACK DEV. TWICE.

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NEAR OCN VOR; APCH TOLD US TO TURN TO A HDG OF 270 DEGS; HOWEVER; THE FO UNDERSTOOD; AND READ BACK; FLY 270 AFTER SLI VOR. AT THAT TIME; WE WERE XING OCN AND WERE PREVIOUSLY CLRED OCN DIRECT SLI. I TURNED TOWARD SLI; AFTER BRIEFLY TURNING TO 270 DEGS WHEN THE FO SAID WE WERE CLRED TO TURN TO 270 DEGS AFTER SLI. AT THAT POINT; I SHOULD HAVE HAD HIM CALL APCH FOR CLARIFICATION; HOWEVER; DID NOT; BUT TURNED TOWARD SLI. AFTER A FEW MINUS; APCH SAID THAT WE SHOULD BE FLYING A HDG OF 270 DEGS AND TO TURN TO 240 DEGS IMMEDIATELY. I DID ACKNOWLEDGE 240 DEGS (THE FO WAS ON ANOTHER RADIO AT THAT TIME); BUT IN THE CONFUSION; TURNED TO 270 DEGS. AFTER A FEW MINS; APCH CORRECTED US AGAIN AND I TURNED TO 240 WITH NO MORE DIFFICULTIES. THE FIRST MISTAKE WAS IN NOT GETTING CLARIFICATION WHEN THERE WAS OBVIOUS MISUNDERSTANDING WHEN WE WERE FIRST TOLD TO TURN TO 270 DEGS. CLRLY I HEARD AND UNDERSTOOD ONE THING AND THE FO HEARD AND UNDERSTOOD ANOTHER. SECONDLY; I THINK A CONTRIBUTING FACTOR WAS THAT WE WERE NOT USING HEADSETS; BUT THE COCKPIT SPEAKER SYS. NORMALLY; HEADSETS ARE WORN WITH PAX; BUT THIS WAS A MAINT FLT WITH NON PAX; SO WE OPTED TO GO WITHOUT THEM. HOWEVER; WITH HEADSETS; RADIOS ARE BETTER HEARD.