Is anyone else having a problem with turning in the sectors? It seems that I turn for targeting and my ship goes in the same direction that i WAS traveling. and thats not good in combat

You're using physic mode, aren't you?

Thats normal then. If you use physic mode and you want to follow an enemy, then you have to give 'thrust' in the desired direction, i.e. pressing 'w' will thrust in the direction your ship is heading (hold down the button). In Arcade mode this is done 'automagically'.