GPS NMEA Data

I am trying to make a program to get my robot to follow a GPS course. I have set up my GPS (a handheld one, not just a module) with the TinyGPS library and the Arduino receives NMEA data from the GPS. One thing I don't understand is how the course data in NMEA works. Do I set a course on the GPS and it just makes the distance away from the path? I think it is just a decimal number, so that is my guess. Does anyone know how the NMEA course data works? Thanks in advance, this will help me solve how to make this program.

I've always wanted to build a toy boat and program an Arduino with GPS to navigate it across the Atlantic so I'd better start reading up on NMEA also = )

Check out this tutorial:-

http://www.arduino.cc/playground/Tutorials/GPS