Using the Advanced Direction object you can set the angle of the active relative to the X and Y coordinates of the mouse itself, without another active. That method also means you can do nifty 360 degree shooting, which looks a lot more professional.
There are 10 types of people in the world: Those who understand binary and those who don't.
What Rob says is true, but that is gonna need some static engine coding, which is a lot more professional looking, a lot nicer to play, but, is more complex. and considering you are asking for help on beginner problems, it's probably out of your scope for now