Compass in gauge cluster

We just bought a 2001 Windstar SEL with all sorts of bells and whistles. Very strange problem with the compass in the gauge cluster. It seems to only know about north, west, and northwest. I have yet to see it register anything about south and east, even when one is going due east or due south. Does anyone know what controls that, and just how pricey it might be to try to get it fixed.