CRJ700 DEP FROM HPN AT 3000 FT WITH N90 TURNED IN AN OPPOSITE DIRECTION FROM THE ATC ASSIGNED HEADING BECAUSE OF A TCAS RA WITH 2 VFR ACFT.

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WE DEPARTED RWY 34 AT HPN. COMPLIED WITH THE SID. UPON CONTACTING NEW YORK DEP; WE WERE TOLD TO TURN TO A HDG OF 360 DEGS. AS WE ROLLED OUT ON THAT HDG AT 3000 FT; I OBSERVED 2 VFR TARGETS ON TCAS. THE FIRST TARGET AT 3400 FT AT OUR 12:30 O'CLOCK POS ON SOUTHWESTERLY HDG AT 2 1/2 MI. THAT ACFT APPEARED TO BE DSNDING. THE OTHER VFR TARGET WAS AT OUR 10 O'CLOCK POS AT 3000 FT AND 2 MI. THE ATC CTLR THEN TOLD US TO TURN L TO A HDG OF 290 DEGS. JUST AS HE SPOKE; WE IMMEDIATELY GOT AN RA ON THE TCAS. IN MY JUDGEMENT WITH THE FAST CLOSURE RATE OF BOTH ACFT; TURNING TO THAT HDG WOULD HAVE PUT OUR ACFT AT GREAT RISK OF A MIDAIR. THE CTLR WAS VERY BUSY SO THERE WAS NO TIME TO QUERY HIM. INSTEAD; WE TURNED R TO GET AROUND BOTH ACFT. JUST AS WE TURNED; THE CTLR EITHER SAW WHAT WE DID OR REALIZED THE SITUATION AND TOLD US TO TURN TO A HDG OF 070 DEGS. WE WERE ABLE TO GET AROUND BOTH VFR ACFT AND CONTINUE OUR CLB SAFELY. I FIRMLY BELIEVE THAT IF I WOULD HAVE FOLLOWED THE CTLR'S INITIAL INSTRUCTIONS; IT WOULD HAVE PUT OUR ACFT IN GRAVE DANGER; AND THAT'S WHY I TURNED THE OTHER WAY.