I assumed that to track a VOR with autopilot, you put the VOR frequency in NAV 1, activate it, and click the NAV button on the autopilot.  When I do this, the plane doesn't go to the VOR.  I'm thinking that I'm not doing everything I need to...

I guess that's the confusing part for me...  ???  I'll go do the training thing... again.. hopefully I'll learn something that I missed last time!

...and you need to be in the general area of the radial you are trying to track.  In other words, pretty much facing the right direction and alligned with the right course.  The NAV hold is rather weak...its a good idea to first track a VOR using the heading select on the autopilot.  Once you are established on the radial, switch to NAV hold, to hold the right course as well as correct for wind.  (since the heading select will not correct automatically)

NAV hold, when tracking a VOR from an off-set heading, will "fish" around for the radial, constantly overshooting it, eventually doing nothing but S-turns.  Very annoying...

It is not quite like the approach hold which, if you engage at an offset heading of say 30 degrees, will automatically turn to and line up with the correct course and heading.  NAV doesn't do that as well when tracking a VOR.  You can't exactly engage it, and no matter where you are, expect it to find its way easily to the VOR.  "NAV hold" is exactly that...a function designed to hold a desired course.  Not find it....like the GPS would.

Keep in mind I am referring to the default autopilot.  Things get a bit different with the more complex autopilot systems such as those involving a FMS.

That's an awesome diagram you have there!  Thanks a lot.

Or, try this for practice...

http://www.visi.com/~mim/nav