First Officer departing GMU VFR to the north as a Lifeguard flight is admonished for turning east by a ZTL Controller.

Narrative

We arrived GMU with the medical team leaving shortly thereafter. The medical team returned and we planned for our departure. We attempted to obtain our clearance with Atlanta Center on the frequency we left in the radio during our arrival before we left the ramp. We were unable to raise them. [We] performed normal start and taxi. Prior to our taking Runway 01 we tried to obtain our clearance again; still no reply. We announced our departure intentions on the CTAF frequency and departed Runway 01 in VMC conditions heading north. Immediately after cleaning up the aircraft we contacted Atlanta Center to obtain our clearance again. At this time we were issued a Squawk code and continued our climb to 2;500 FT and 250 KTS and also continuing a turn toward destination. We were very quickly handed off to another Atlanta Center Controller and given an immediate turn to a heading of 160 degrees. The Controller then began to scold us stating we should never; never make a turn toward the east when departing GMU; shortly there after we were given a phone number to call for a possible pilot deviation. The entire flight was conducted as a Life Guard Flight and the leg from GMU being conducted as a Time Critical Life Guard Flight as we had a Human Heart and medical team on board.