If you tried to place the string around Antarctica and pull it tight, it'd slip off in the southern direction, which represents the parent's explanation that you'd be steering south (from a great circle course) to keep straight along a latitude.
> dbatten: Source? My gut tells me this is not true, but I'm willing to be convinced.
Consider any point on a sphere, pick a direction (which might be along a line of latitude) and visualise the plan defined by that vector and the centre of the sphere. The intersection of the plane with the surface of the sphere is a Great Circle, and that is where you would go if you didn't apply turn to the rudder.
The parallel of latitude defines a plane that does not go through the centre of the sphere (unless it's the equator) and so isn't a "straight line". If you want to stay on the parallel of latitude then you will deviant from the Great Circle, and that's why you need to apply rudder to stay on the parallel instead of the Great Circle.
Does that help?
This is all pretty obvious once you've done some spherical geometry, but can be completely opaque to anyone who hasn't.
All great circles lie on a plane that intersects the sphere (earth) through the center of the sphere. You can see that the only latitude line that’s on a plane intersecting the center of the earth is the equator, and that 66° south doesn’t. This also means that all straight line paths on earth touch the equator at 2 opposing points. Or said another way, you can start with the equator, pick any one point on the equator and rotate it around that point to get a new great circle.
So in order to stay sailing along 66° south, you’d have to have your steering turned constantly just a little bit south.
On the contrary, latitude 66° on a globe looks to me like a fairly tight circle.
http://wordpress.mrreid.org/wp-content/uploads/2011/07/antar...
Look at it from the side and it looks straight. If you’re sitting in the plane of 66°, the projection is straight.
I was trying to be supportive of @dbatten while explaining. It’s easy to get confused about what straight means on a sphere, since nothing is actually straight.
The idea is to demonstrate that a "straight" line on a surface needs to be viewed along a normal to that surface at the point of the line you are concerned with, assuming the definition of "straight" is "don't have to turn when travelling along line on the surface". That makes great circles look straight, and non-great circles not.
Think about the line of latitude at 89.9999°. It will trace a circle around the pole of a few meters radius. 60° south is the same such circle, only bigger.