I set up autopilot in default C172. It holds heading and altitude when FSX window is inactive and then back active (Pause on task switch is disabled). However when I am in the FSX window and access any option, ie World>Map (and Cancel) or Options>Settings>General (and Cancel) and return to the flight, aircraft is heading elsewhere and pitching up what autopilot then violently tries to correct and get back on course sometimes resulting in steep dive and crash. What causes this?

Try hitting the p key to pause the Sim first before you go off galavanting around doing other things.

I can do that, however I curious why does it happen even if I hit cancel and don't change any settings? Besides, how does "P" works when I'm connected to VATSIM? Can I pause the flight?

I have never experienced the A/P losing heading or altitude control when looking at the map, then hitting cancel.  Doesn't Vatsim allow for bathroom breaks or do you keep a "chamberpot" handy?

I suspect you have some addon feature causing your difficulties.

I'm actually new to Vatsim, connected just once. I never thought how bathroom brakes work. Do people press P or let the autopilot fly the A/C?

Interestingly, it stays precisely on course when selecting another app and then back to FSX window.

I don't use Vatsim, myself, but I would imagine you would let your ATC controller know that A/P will be in control for a quick 10-100 break, good buddy, fer sure, fer sure.

Oh, gawd, somebody kill me now

If you are flying on Vatsim and you need to “leave the flight deck” for a few minutes, just advise the controller, who will almost always approve. Not recommended if you are about to begin the descent and approach phase, but should not be a problem in cruise. Just let the controller know when you are back.

When flying online, you should never put the aircraft in pause if you are in the air. That causes issues on the network, and can get you booted off if you do it. If you take a break while in cruise, be sure your aircraft is flying on autopilot so it will continue progressing along the flight plan route while you are away.

Thanks for clarifying that JRB. Anyone knows why Autopilot behaves violently when looking at the map, then hitting cancel (not just the map but other menus as well)?

I still believe it's being caused by one of your addons.  Only other thing, maybe, if you are using a previously saved flight to start your new flight?

I guess you're right. I used to change weather in-flight couple of time to see the effects. I have now loaded a new flight and the autopilot behaves as it should. Thanks!