Crab@svn has the stock answer and explanation nailed.
If you are lucky enough to fly a fully coupled a/c then try this and note autopilot inputs espacially on a windy day
IAS 60kts
Alt hold engaged
Hdg bug (set to North or any other Hdg)
Turn Hdg bug through to north again slowly so as to maintain turn direction (not more that 180 degrees of lead so as not to cause turn reversal).
Any ideas as to what happens next? and why?
Will cyclic move Fwd or Aft and why?
Will Collective rise or fall and if so why?
Oh and secondly
There is no such thing as Downwind to the Rotor!!!!!!
So how can it be Dangerous?