To help explain the gyro, and the two modes they use (Heading Hold and Yaw rate) you may find this article of use.

http://www.leisuretech.ca/index.php/...nd_tips/gyros/

You can select what mode you want to operate in, with most any modern gyro. If you want the tail to follow the heli as you turn in forward flight then using the yaw rate mode will be the mode to select on your gyro. That is usually very easy by just a flick of a switch on most gyros. After reading the above linked article you may have a better understanding of it all I am sure.