I admit it - my orbits are in a random inclination. I'll try doing what you meant georgTF. But anyways, I don't know if this is a bug but, in the 0.20 update, whenever I burn towards the prograde vector, I always end-up orbiting the Sun. I realised that to make a "stable" orbit around Kerbin (only Celestial Body I could test) you need to burn a little, but not too much, far from the Prograde Vector. That way I've got my orbit "working".