DC9 GOING TO MLI STARTS FLYING TO THE WRONG VOR. ATC CATCHES ERROR AND CORRECTS THE COURSE.

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NAV ERROR. ENRTE TO MLI; OUR FLT WAS CLRED DIRECT MLI VOR FROM A POINT LESS THAN 100 MI FROM THE MLI VOR. I WAS PF AND WAS 'LOADED UP' DUE TO THE AUTOPLT INOP AND THE WX BEING IMC AND BUMPY. THE CAPT (PNF) TURNED HIS NAV RADIO SUPPOSEDLY FOR DIRECT MLI VOR. BEING BUSY; I LOOKED AT THE FREQ IN HIS RADIO (114.1) AND SET IT IN MINE. UNFORTUNATELY THAT IS THE FREQ FOR CEDAR RAPIDS VOR. BUT BECAUSE IT POINTED IN THE PROPER GENERAL DIRECTION (N) AND THE DME WAS LESS THAN 100; IT SEEMED TO BE PROVIDING REASONABLE INFO. I; PF; SEEMED TO RECOGNIZE THE FREQ AS CORRECT AND EVEN QUICKLY LOOKED AT MY CHART AND SINCE THE PROPER MLI FREQ IS 114.4; I DID NOT CATCH THE ERROR (POOR LIGHTING; BUSY HAND FLYING IN SOMEWHAT BUMPY WX; FATIGUE -- END OF A LONG DAY). THE CAPT DID NOT IDENT THE RADIO - - HE WAS DISTR WITH RADIO CALLS; GETTING ATIS; CALLING COMPANY; ETC; AND FORGOT TO IDENT THE FREQ. THUS; WE HEADED FOR CEDAR RAPIDS INSTEAD OF MLI. FORTUNATELY; THE CTR CTLR RECOGNIZED WE WERE NOT PROCEEDING DIRECTLY TO MLI AND VECTORED US TO MLI APPROX WHEN WE RECOGNIZED OUR ERROR. GOOD JOB BY THE CTLR.