A CPR HS25 FLC TURNED TO THE WRONG HDG DURING THEIR DEP WHEN THEY RECEIVED A CLRNC DIRECT AND THE FO REFERRED TO THE WRONG INDICATION FOR HIS TURN TO A VOR. HOWEVER; THOUGH THE RPTR ADMITS HIS ERROR; HE FEELS THAT THE CTLR'S CHANGE OF ROUTING DURING A CRITICAL PHASE OF FLT INCREASED THE FLC'S WORKLOAD AND REDUCED THE NORMAL TIME FOR THE CREW TO XCHK THEIR NAV.

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WE FILED AN IFR FLT PLAN FROM STL TO BDL WITH A SID TO ROD AS THE END FIX OF THE SID; THE INTXN TWILA AS THE STARTING POINT. THIS WAS PROGRAMMED INTO OUR FMS ALONG WITH THE RECEIVED ENRTE CLRNC. I PERSONALLY PUT TOY VOR ON OUR #1 NAV RECEIVER; SINCE IT WAS THE CLOSEST VOR IN OUR DIRECTION OF FLT; BUT NOT INTO THE FMS FLT PLAN; SINCE IT WAS NOT PART OF THE PROC. (ON THE PREVIOUS FLT I WAS IN THE R SEAT; OR #2 POS.) SOON AFTER TKOF AND WHILE CONFIGURING THE ACFT FOR CRUISE FLT; DEP CTL TOLD US TO PROCEED DIRECT TO TOY VOR. THE PNF WAS CONFUSED AS TO WERE IT WAS. I HAD PRE-SET IT IN THE NAV RADIO #1; THOUGHT I HAD A NEEDLE ON THE STANDBY RMI SHOWING ITS DIRECTION AND TURNED TO FOLLOW ITS INDICATION. I FOLLOWED THE INCORRECT (#2) NEEDLE (SINCE I HAD BEEN WORKING THAT PRIOR) AND TURNED TO A 160 DEG HDG. DEP CTL ASKED US WHERE WE WERE GOING. WE REPLIED TO TOY VOR. THEY STATED IT WAS ON A 060 DEG COURSE AND TO TURN L TO PROCEED IN THAT DIRECTION. I REALIZED MY ERROR IN FOLLOWING THE #2 NEEDLE AND NOW NAVED OFF THE #1 UNTIL THE FMS COULD BE REPROGRAMMED. 1) WE WERE UNFAMILIAR WITH STL AIRSPACE; AND STUDIED THE SID PRIOR TO DEP; YET WERE CONFUSED AT A CRITICAL TIME DURING DEP. I RECOMMEND ATC GIVE A 'HDG' TO INITIALLY FOLLOW IF TAKING AN ACFT OFF A PREVIOUSLY CLRED COURSE; ESPECIALLY RIGHT AFTER TKOF. THIS IS A CRITICAL PHASE OF FLT AND CREWS ARE VERY BUSY RECONFIGURING THE ACFT; INSURING THE ACFT IS CLBING AND ON COURSE; NOT SEARCHING CHARTS. 2) IN THE FUTURE 'I' WILL ASK FOR A HDG IF CLRED DIRECTLY TO A POINT I AM NOT SURE OF (LESSON LEARNED!). 3) THANKS FOR YOUR GREAT SVC TO THE AVIATION COMMUNITY.