KOWD (Norwood, MA) to KMVY (Martha’s Vineyard, MA) N2246H Cirrus SR22 Jan. 3, 2015

Got in some flying before a storm. Flew IFR both ways. Just before landing at KMVY, there was an Archer who had to return due to an unlatched door – and I thought only Cirrus had door problems. Leaving KMVY, my clearing was to follow the MVY 017 radial to FREDO. When I contacted departure, I was told to proceed direct FREDO. I had just turn on the autopilot and highlighted FREDO followed by enter enter and pushed NAV. I expected a turn but nothing happened. This was because I was still in VOR mode.