[Denvercoder9]

The momentum you inherit from Earth isn't in the direction of the sun, but roughly perpendicular to that direction.

It's similar to a car going down the freeway at high speed that needs to make an immediate 90 degree right turn. It can't do that without slowing down first, if it did, it would slide sideways off the sideroad. It's harder in space because the car is going 30 km/s and there's no friction that slows you down.