AN INCORRECT FLT PATH IS FLOWN BY AN ACR CREW DURING A MISSED APCH FROM THE LDA RWY 6 APCH TO ROA; VA.

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WE WERE CLRED FOR THE LDA 6 APCH AT ROA. WX WAS 400 FT OVCST AND VISIBILITY 1 1/2 MI WITH MIST AND CALM WINDS. AT DECISION HT; FIELD WAS NOT IN SIGHT. WE STARTED THE GAR. ON THE MISSED APCH; WE WERE SUPPOSED TO CLB TO 1800 FT THEN CLBING R TURN TO 4000 FT OUTBOUND ODR 127 DEG RADIAL TO THE MONAT INTXN AND HOLD. I STARTED THE CLB TO 1800 FT AND THEN BEGAN A R TURN. I ASKED THE FO TO SET UP THE ODR 127 DEG RADIAL; BUT HE MUST NOT HAVE HEARD ME AS HE WAS BUSY GETTING THE AIRPLANE CLEANED UP (GEAR UP; FLAPS UP). AS I NOTICED I DIDN'T HAVE MY COURSE NEEDLE SET UP ON THE 127 DEG RADIAL; I ALSO NOTICED I WAS STILL TURNING R. I WAS CLBING TO 4000 FT BUT I TURNED SO FAR I ENDED UP ON A 270 DEG HDG. A SHORT WHILE AFTER WE STOPPED CLBING AT 4000 FT AND ON A 270 DEG HDG; TWR OR APCH ASKED WHAT OUR INTENTIONS WERE. WE TOLD THEM WE WOULD LIKE TO SHOOT THE APCH A SECOND TIME. THEY TOLD US TO TURN L TO 240 DEGS AND THEY WOULD VECTOR US FOR ANOTHER LDA RWY 6 APCH. WE WERE SET UP FOR ANOTHER LDA 6 APCH AND LANDED THE SECOND TIME. ON OUR FIRST APCH; THE AIRPLANE AHEAD OF US WENT MISSED. THEN WE WENT MISSED. THE AIRPLANE AFTER US MADE IT IN AND THAT IS WHY I ELECTED TO BE VECTORED FOR ANOTHER APCH. I THINK CONTRIBUTING FACTORS WERE THE WX; AND I THINK I DIDN'T BRIEF THE MISSED APCH WELL ENOUGH THAT BOTH OF US UNDERSTOOD IT COMPLETELY. I WAS ALSO LATE ON REALIZING THAT I HAD TURNED SO FAR R AND THAT I WASN'T DOING THE PROC CORRECTLY. I ALSO THINK THAT THE FO DIDN'T PAY ATTN ENOUGH TO WATCH WHAT I WAS DOING. I ALSO THINK WE BECAME A LITTLE DISORIENTED IN WHERE WE WERE ACTUALLY AT. AS FAR AS CORRECTIVE ACTIONS; I MADE SURE WE BOTH UNDERSTOOD THE MISSED APCH PROCS BEFORE WE BEGAN THE SECOND APCH. FROM NOW ON; I WILL MAKE SURE THAT MY FO ALWAYS UNDERSTANDS THE MISSED APCH PROC AS WELL AS I DO. I ALSO NEED TO MAKE SURE I AM SITUATIONALLY AWARE OF THE SIT AND PAY MORE ATTN TO FLYING THE AIRPLANE THAN I WAS ON THE FIRST LDA APCH.