HDG TRACK DEV BY A B737 FLT CREW AFTER RECEIVING A VISUAL APCH CLRNC TO RWY 25L AT LAS; NV.

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WE WERE FLYING THE LYNSY 2 ARR INTO LAS. APPROX 2 NM PRIOR TO UTARE; THE CTLR ASKED US IF WE HAD THE FIELD IN SIGHT. WE CALLED THE FIELD IN SIGHT AND ATC CLRED US FOR THE VISUAL APCH TO RWY 25L. ATC THEN POINTED OUT TFC ON L BASE TO FOLLOW AND INSTRUCTED US TO CROSS UTARE AT 8000 FT. WHEN WE RECEIVED THE VISUAL CLRNC; THE FO PROGRAMMED THE FMC TO GO DIRECT TO SHAND; I WAS SEARCHING FOR THE TFC AND WHEN I SAW WE WERE NOT PROCEEDING TO UTARE; I BEGAN TO REPROGRAM THE FMC TO TURN BACK TO UTARE. THE CTLR THEN GAVE US A TURN TO 320 DEGS TO INTERCEPT FINAL AND SAID WE HAD BEEN TOLD TO FLY TO UTARE. WE MAINTAINED 8000 FT UNTIL INTERCEPTING FINAL AND CONTINUED THE APCH TO LNDG; TFC NOT BEING A FACTOR. IN RETROSPECT; THE FO WAS QUICK TO REPROGRAM THE FMC THAT I DID NOT CATCH RIGHT AWAY BECAUSE I WAS LOOKING FOR TFC. HOWEVER; THE CLRNC FOR THE VISUAL DID NOT INITIALLY INCLUDE FLYING OVER UTARE. PROGRAMMING THE FMC AT THIS POINT ON THE APCH WS A HINDRANCE TO OUR PERFORMANCE AND THE CLRNC WAS NONSTANDARD. IF I HAD CALLED THE TFC IN SIGHT (WHICH I HAD IN VIEW) AND VERIFIED WITH ATC; THIS CLRNC THIS WOULD NOT HAVE BEEN AN ISSUE. INSTEAD OF REPROGRAMMING THE FMC TO GO BACK TO UTARE; I SHOULD HAVE STAYED HEADS UP.