A CL65RJ FLC TURNS THE WRONG WAY FOR THEIR VECTORED SID DEP PROC AFTER TKOF FROM HPN; NY. FO ADVISED THE PIC; PF; OF 'L TURN' AT 1000 FT EVEN THOUGH THE CREW HAD BRIEFED; AT THE RAMP BEFORE DEP; A 'R TURN.'

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WHEN DEPARTING ON THE WESTCHESTER NINE SID FROM HPN RWY 16 THE PROC REQUIRED A R TURN TO 320 DEG HDG AT 900 FT. WE TURNED L TO 320 DEGS AT 900 FT. WE WERE ALREADY IN THE TURN AND ALMOST COMPLETE WHEN THE CTLR ASKED IF WE HAD TURNED L. ALTHOUGH THE SID IS RELATIVELY EASY; ONE OF THE CONTRIBUTING FACTORS TO OUR ERROR WAS THAT ATC CHANGED OUR INITIAL LEVELOFF ALT FROM 3000 FT TO 2000 FT JUST BEFORE OUR DEP. NORMALLY I REVIEW THE SID AGAIN JUST BEFORE DEP BUT GOT DISTRACTED BY SETTING IN THE NEW ALT. I HAD REVIEWED THE SID WHEN I HAD RECEIVED THE CLRNC AT THE GATE FROM CLRNC DELIVERY. WHILE READING THE SID I NOTED IT WAS A R TURN TO 320 DEGS; HOWEVER I HAD TO TURN THE 'HEADING SET MARKER' TO THE L AND SOMEHOW THAT 'LOCKED' IN MY MIND THAT WE WOULD TURN L TO 320 DEGS. ADDITIONALLY MOST SIDS WE FLY HAVE US TURNING L VERSUS R. ANOTHER CONTRIBUTING FACTOR WAS THE MULTIPLE TASKS REQUIRED WITH THE DEP. A LEVELOFF AT 2000 FT COMES FAST FOR OUR ACFT. SO BTWN ACCOMPLISHING CHKLISTS; SETTING THE CLB THRUST; CHANGING RADIO FREQS; INSURING WE DIDN'T EXCEED 200 KTS AT 2000 FT; MAKING THE REQUIRED TURN AT 900 FT; WE WERE IN A 'TASK OVERLOAD MODE' THAT HELPED US MAKE THE ERROR. 2 ACTIONS I BELIEVE WILL AVOID THIS IN THE FUTURE: 1) MAKE SURE THE SID IS REVIEWED JUST BEFORE TKOF REGARDLESS OF OTHER TASKS AT HAND; AND 2) PUT THE SID ON THE YOKE'S CHART HOLDER FOR EASY XCHK. SUPPLEMENTAL INFO FROM ACN 373153: DISCUSSED WITH FO IN TKOF BRIEFING; REQUIRES R TURN AT 800 FT MSL TO 320 DEGS (ALMOST 180 DEG TURN). CLBING THROUGH 1000 FT MSL; PNF MENTIONED 'L TURN TO 320 DEGS' AND PF STARTED TURN TO L WHILE PULLING PWR BACK AND STARTING LEVELOFF. CTLR WAS VERY COURTEOUS/PROFESSIONAL AND STEERED US IN THE CORRECT DIRECTION. ADDITIONAL FACTOR IS HEADING BUG ON CL65 WAS NOT VISIBLE DUE TO HSI LOCATION BEHIND CTL YOKE.