Once in a blue moon I will realize that my heading says something like 345, when my mcp is at the direction specified by the ATC. So I change my heading to be what the ATC wants, and the ATC yells at me about being off course, and only calms when I set the MCP to the designated course, even though the heading I am flying is wrong. What do I do? Just ignore the ATC in this case?

In RC4 u must choose next waypoint that is ahead of you, and then RC4 will give u command "direct to".

RC goes by your filed flight plan. In the status area of the RC in flight window is the bearing to the next waypoint listed. If you miss a checkpoint RC will return you to it.

 

To skip a checkpoint get on the extended menu (9) and choose direct to. From the list choose which waypoint you wish and when RC states cleared direct to go from your present position to that next checkpoint. If using an FMC know how to do that.

 

If you miss the mandatory altitude crossing restriction at 40 nm out from destination, RC will vector you around until you are at the correct altitude instructed.

 

If your checkpoints are very far apart like a few hundred miles, you may see a discrepancy between "flat world" navigation and spherical navigation. That is also one difference between FS9 and FSX.

 

We need more details but these are general conditions.

 

As far as your navigation display, the heading and course bugs may not be aligned due to magnetic deviation and any crosswind correction.