Hikoushi,
If you set the "tail of the needle" to your planned VOR course on that type of system, your autopilot will take you in the direction it thinks you want to go, which is towards the head of the needle.
Could be bad if there is a mountain that way.
Thanks for explaining more clearly the point that I was trying to make earlier.
Sciolistes,
As usual, the FAA keep things simple and therefore clear and easy to understand. A good explanation of the correct technique.
Eck