This is flexure at its best and how to fix it!
http://brendanmitchell.net/?p=365
This is my take on the situation regarding polar alignment and guiding
http://brendanmitchell.net/?p=386
I think also to add to what James has already said, with guiding though a On axis Guide scope, when you pick a star it is X distance away from the imaging plane and hence pulls a different star. if you put a pin though a piece of paper the pin does not move the rest of the paper around the pin moves.
By default as the telescope tracks across the sky the image rotates with it and hence keeping it in the same spot and orientation. If your polar alignment is out the scope is on a different arc across the night sky to the star and eventually will get pulled away while your guide star stay's realitive to the guide scope!