A GLF5 CREW; DEPARTING PWK; EXCEEDED THE SID'S TURN RADIUM RESTR.

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TO PREFACE THIS SIT; OUR CLRNC WAS OBTAINED DIRECTLY FROM CHICAGO CLRNC AT APPROX XA20 CST. WE WERE CLRED TO HPN VIA RADAR VECTORS TO ELX (KEELER) THEN AS FILED. DUE TO THE EARLY HR; WE DID NOT QUESTION THE OMITENCE OF THE SID. BY THE TIME OUR PAX ARRIVED THE TWR HAD OPENED; AND WE GOT OUR TAXI CLRNC AROUND XB08 CST; AND PROCEEDED TO RWY 16. UPON CALLING READY FOR TKOF; WE WERE CLRED INTO POS; AND SUBSEQUENTLY CLRED FOR TKOF. INCLUDED WITH THE TKOF CLRNC; WE WERE TOLD TO FLY THE PALWAUKEE TWO SID TO A 030 DEG HDG. THE PF HAD TKOF PWR SET AND STARTED THE TKOF ROLE AS I WAS READING BACK OUR CLRNC. IMMEDIATELY AFTER TKOF I TUNED THE ORD (CHICAGO O'HARE) VOR IN THE #2 NAV RADIO; NOTED THE RMI; AND INSTRUCTED THE PF TO GET STARTED ON THE R TURN. I SAY WE WERE ABOUT 500-600 FT AGL. NOTING THE RMI AGAIN; I MADE MENTION TO INCREASE THE BANK RATE. THE LIMIT ON THE SID IS TO COMPLETE THE R TURN TO ASSIGNED HEADING E OF THE ORD VOR 345 DEG RADIAL. I MADE 2 ERRORS IN SETTING THE DEP FREQ; AND WAS HEADS DOWN FOR A FEW SECONDS. BY THE TIME I GOT THE FREQ RIGHT AND MADE CONTACT TO CHICAGO DEP; WE WERE STILL IN THE TURN AND WERE TOLD BY DEP THAT WE HAD EXCEEDED THE SID LIMITS. I LOOKED AT THE RMI AND AT THE TIME SAW THAT WE WERE ON THE 345 DEF RADIAL. I SAID TO THE PF; THAT THIS GUY WAS PICKY; BUT MADE NO MENTION TO ATC OF THE EXCEEDENCE. NO FURTHER COMMENT WAS MADE BY ATC; AND WE RECEIVED A FREQ CHANGE WITHIN 5 MINS OF INITIAL CONTACT. UPON ADDITIONAL REVIEW; I MADE NOTE THAT I MAY HAVE BEEN LOOKING AT THE #1 RMI NEEDLE (TUNED TO OBK VOR) THROUGHOUT THE TURN INSTEAD OF THE #2 RMI. SO IN REFLECTION I REALLY HAVE NO IDEA HOW FAR WE EXCEEDED THE 345 DEG RADIAL. IF YOU LOOK AT THE SID; A 30 DEG BANK IS REQUIRED WITH A 180 KT TAS. THE PF HAD A MANUAL SPD SET OF 220 KTS. I DO NOT BELIEVE THE PF EVER HAD A BANK ABOVE 40 DEGS. COMPLACENCY WAS THE BIGGEST FACTOR THAT INFLUENCED THIS ERROR. WE WERE FAMILIAR WITH THE SID AND THE ARPT; AND TOOK FOR GRANTED THE TIGHT TURN THE SID REQUIRED. BEING THE PIC; I SHOULD HAVE STOPPED THE TKOF ROLL AND MADE CERTAIN WE WERE SETUP AND BRIEFED ON THE SID PRIOR TO DEPARTING.