Air carrier Captain departed PSP on the CATH9 SID; track and crossing restriction errors were made; ATC provided a heading to avoid terrain.

Narrative

We were cleared the Cathedral 9 Departure V370 TNP as filed out of PSP. That clearance was a revision to initial clearance at the gate. The revised clearance was received on taxi out. I briefed for First Officer what I understood to be our routing. I read the 'initial climb' portion a 'climbing right turn direct PSP.' (I missed the 'routing' section below.) In my mind I'm thinking 'climbing right turn direct PSP V370 after that.' During our initial climb out; and over PSP; our FMS was now loaded with V370. I thought it was unusual that the routing would over fly mountains that close. At the time the Controller gave us a 150 degree heading and further climb; since we 'missed our turn.' I knew something was wrong and asked the Controller to confirm our routing as PSP then V370? He said 'correct' but after the Cathedral 9 procedure. (Over PSP 104 radial out to EMRUD; back over PSP; then V370). We were above the MCA at 6200 FT for V370 at the time the Controller gave us a heading (a safe altitude). A mistake was made for not reading the fine print of the SID; however; I think the SID could be written better. Looking at the chart you can see the right turn to PSP then V370. Can we change the verbiage? Combining the routing and initial climb section of the SID? Example: MANDATORY ROUTING for Runway 31L/R; climbing right turn direct PSP then 104R to EMRUD; right turn PSP then assigned routing. Having the initial climb and routing boxes separate could lead to another mistake.