Hello David. You do need to add a global variable called "header" (numeric), which is used to store the gyro angle each time rotate_mode changes to "straight".
For tuning the PID function, first right click on the "PID gains" terminal and add a control or a constant, and follow the instructions on page 16. There are plenty of good resources around the web for PID tuning specifics:
http://zone.ni.com/devzone/cda/tut/p/id/3782.
If you have more implementation-specific questions, feel free to PM me.