DURING A TRAINING FLT IN A MOONEY M20-M THE INSTRUCTOR DIRECTED THE STUDENT TO TURN BACK TO THE DEPARTING HDG RATHER THAN MAINTAINING THE ASSIGNED VECTOR HDG. ATC INTERVENED AND REDIRECTED THEM ON COURSE.

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WE DEPARTED N LAS VEGAS AND WERE ASSIGNED HDG 220 DEGS AND 4000 FT. AFTER WE CONTACTED APCH HE CLRED US INTO CLASS B AT 4000 FT (WE WERE PLANNING ON DEPARTING THE AREA TO THE S). WHEN HE CLRED US INTO CLASS B AT 4000 FT; FOR SOME REASON I ASSUMED OWN NAV. NO REF WAS MADE TOWARD MAINTAINING OUR CURRENT HDG. WE HAD RISING TERRAIN AHEAD OF US AND I INSTRUCTED THE OWNER TO FLY ON COURSE. ABOUT 1 MIN LATER; LAS APCH ASKED IF WE WERE STILL HDG 220 DEGS. I RESPONDED NO; AND THAT WE WERE HDG 154(?) DEGS ON COURSE. I APOLOGIZED AND SAID WE'LL TURN BACK. HE SAID TOO LATE AND REVECTORED US. HE WAS VERY NICE ABOUT IT. I FLY INTO SFO CLASS B SEVERAL TIMES A WK AND AM DILIGENT ABOUT FOLLOWING VECTORS; ALTS; ETC. THIS TIME; I LET THE TERRAIN (MY FEAR OF IT) ALLOW MYSELF TO MISINTERPRET THE CTLR'S INSTRUCTIONS. THE OWNER IS ALSO A LOW TIME PLT IN AN ADVANCED SINGLE WHO HAS TROUBLE STAYING AHEAD OF THE PLANE AND I LET HIS NERVOUSNESS QUESTION WHAT WE WERE DOING. ALONE; I MOST LIKELY WOULD NOT HAVE DONE THIS (THEREFORE; PRESSURE TO PERFORM AND ACT PROFESSIONAL).