I make sure the DI and the OBS are set to about the same thing (i.e. I make sure they're not 180 degrees out), then the CDI gives a true indication of where the radial is.
So for example, if I'm flying over a VOR from east to west, I'm heading in a westerly direction, I will have about 270 degrees on my DI (depending on my wind correction angle and so on - but it'll be about 270 - certainly not 90!), so I'll set 270 on my OBS. The CDI needle will tell me whether I'm to the left or right of track and the To/From indicator will tell me if I've passed the VOR yet or not.
Does that help - or have I just answered a different question!