ASSIGNED A 250 DEG R-HAND TURN ON DEP; FLT CREW OF B757 FLYING MIDWAY DEP PROC EXCEED 4 DME LIMIT FROM MDW.

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WE WERE CLRED FROM MDW VIA MDW 4 DEP (SID) AS FILED. OUR TKOF CLRNC FROM RWY 22L CALLED FOR A R TURN TO A HDG OF 110 DEGS (LONG WAY AROUND -- 250 DEG TURN); WHICH MUST BE COMPLETED WITHIN 4 DME OF MDW. I PUT A HDG OF 110 DEGS IN THE MCP WINDOW AND ON INITIAL CLB REQUESTED THE CAPT (PNF) TO SELECT HDG AT 1300 FT PER PROC. THE FLT DIRECTOR COMMANDED A L TURN (QUICKEST WAY) TO HDG 110 DEGS SO I HAD TO IGNORE V-BARS AND TURN R TO COMPLY WITH PROC. THIS MAY HAVE CAUSED A MOMENTARY HESITATION ON MY PART AND INITIALLY I COULD HAVE BANKED MORE AGGRESSIVELY (30 DEG BANK). AS WE LEVELED OFF; DEP CTL STATED 'THAT YOU MUST STAY WITHIN 4 DME OF MDW AND THERE'S A POSSIBLE CONFLICT WITH AN ORD DEP AT 2300 FT; 5 MI AWAY.' THE CAPT SAW THE TFC AND NOTED HIS DME READING 3.8 DME. TO ASSIST THE CAPT AND TO REDUCE WORKLOAD; I REQUESTED TO HAVE HIM ENGAGE THE R AUTOPLT. AS IT ENGAGED AND SINCE THE FLT DIRECTOR STILL COMMANDED A L TURN; THE ACFT ROLLED OUT AND INITIATED A L TURN (OPPOSITE). I IMMEDIATELY DISCONNECTED THE AUTOPLT AND BANKED R AS INSTRUCTED; COMPENSATING FOR THE EARLY ROLLOUT BY BANKING GREATER THAN 30 DEGS. IN THE PROCESS WE MAY HAVE EXCEEDED THE 4 DME LIMIT. WE DID NOT NOTE THE ACTUAL DME. AFTER ROLLING OUT ON THE CORRECT HDG; WE WERE GIVEN A FREQ CHANGE AND THE FOLLOWING STATEMENT FROM THE DEP CTLR; 'TODAY WAS OK BUT FOR PLANNING PURPOSES; IN THE FUTURE YOU MUST STAY WITHIN 4 DME.' THE WIND (ESTIMATED 250 DEGS AT 30 KTS) TAILWIND MOST OF THE TURN; MAY HAVE BEEN A CONTRIBUTING FACTOR. A 250 DEG TURN RIGHT AFTER TKOF IS ALSO A BIT EXTREME. IT WAS ALSO MY FIRST TIME FLYING OUT OF MDW ON THE B757. IT'S A VERY BUSY DEP AND I WISH HAD BRIEFED IT BETTER AND CTLED THE FLT DIRECTOR AND AUTOPLT CORRECTLY BY 'LEADING' THE TURN ON THE HDG SELECTOR (TURN IT SLOWLY; LESS THAN 180 DEGS IN THE RIGHT DIRECTION). CALLBACK CONVERSATION WITH RPTR REVEALED THE FOLLOWING INFO: THE RPTR ADVISED THIS WAS HIS FIRST DEP FROM MDW. COMPLYING WITH THE LARGE SCALE TURN WITHIN THE 4 MI LIMIT REQUIRES SOME MODIFICATIONS TO THE NORMAL TKOF PROC FOR HIS ACFT; PRIMARILY A SLOWER AIRSPD TO MINIMIZE THE TURN RADIUS. HIS COMPANY HAS SINCE INSTITUTED A SPECIAL TKOF PROC TO ENSURE COMPLIANCE WITH THE 4 DME LIMIT.