Whenever I capture a VOR and then set the course toward it, the plane seems to keep turning past it and I have to keep coaxing it back by making small course bearing adjustments until it finally settles down. It's frustrating because it seems like I am doing all the work to lock onto the thing. Here are my steps. What am I doing wrong?1. I find a VOR on the map.2. I tune the NAV radio to the VOR frequency.3. I hit the NAV switch on the autopilot.4. I turn the course indicator toward the VOR bearing.5. When it gets close to the bearing the plane begins to turn toward it.At this point, if I do nothing it will turn right past the VOR heading and fly off like a lost puppy. So:6. I turn the course bearing a couple of clicks and the plane starts turning the other way back to the VOR.Again if I do nothing, my puppy wanders into traffic. I have to keep coaxing it toward the radial. Am I doing this wrong?I have this problem with several aircraft including the CS 727, PSS Dash 8, DF 737, and others.

Line the plane up on the course before you select the nav button. It will still hunt a bit depending on how far away you are, but it shouldn't go crazy on you. The closer the needle is to center the less correction the AP will put into it.