EMB170 GOES OFF COURSE ON BONHAM 5 ARR TO DFW.

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WE WERE FLYING THE BONHAM FIVE ARR TO DFW. WE WERE JUST PAST COVIE ABOUT 23 NM PAST BYP AND ABOUT TO LEVEL AT 11000 FT MSL. WE WERE TOLD TO EXPECT RWY 35L WHICH WAS A DIFFERENT RWY THAN BRIEFED AND LOADED IN THE FMS. THE FO HAD GOTTEN THE NEW APCH PLATE OUT AND WAS HARD TUNING THE NEW FREQ IN THE FMS. I CHANGED THE RWY TO RWY 35L IN THE FMS; TO GET THE CHANGE STARTED. I ACTIVATED THE CHANGE AND LOOKED DOWN MOMENTARILY TO GET THE NEW APCH PLATE OUT. WHEN I LOOKED UP; I SAW THE ACFT TURNING TO THE R. I IMMEDIATELY DISCONNECTED THE AUTOPLT AND STARTED A TURN BACK TO THE ARR COURSE. SHORTLY AFTER STARTING THE TURN BACK; ATC ASKED IF WE HAD STARTED A TURN. WE REPLIED YES AND THAT WE WERE TURNING BACK TO THE ARR COURSE. BY THIS TIME I HAD LEVELED OFF AT 11000 FT MSL. ATC GAVE US A 170 DEG HDG TO REINTERCEPT THE ARR COURSE AND TO CONFIRM THAT 11000 FT WAS ASSIGNED. WE CONFIRMED THE CLRNC. I ESTABLISHED THE HDG AND ALT THEN ENGAGED THE AUTOPLT TO JOIN THE ARR. AS I WAS DOING THIS I ASKED THE FO TO DELETE THE WAYPOINTS THAT WERE ADDED BY CHANGING THE RWY AFTER FLYING PART OF THE ARR (THIS IS A PROB AT DFW). WE BRIEFED THE NEW APCH AND CONTINUED THE ORIGINAL ARR. NO OTHER COMMENTS WERE MADE BY ATC. THE REST OF THE ARR AND APCH INTO DFW WERE WITHOUT INCIDENT. NOTE: CHANGING THE FMS RWY AFTER STARTING THE ARR AT DFW LOADS THE ENTIRE ARR AGAIN. THIS IS NOT THE NORMAL FMS ACTION. THE FMS WAS SENDING THE ACFT BACK TO BEGINNING OF THE ORIGINAL ARR. I SHOULD HAVE CONFIRMED BEFORE ACTIVATING.