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Spacecraft in orbit around the Earth are constantly accelerated by the gravitational field of Earth. That's why the spacecraft ($m \ll M$) is in an (elliptical) orbit around the centre of gravity of the Earth, accelerated by

$ \mathbf{g}=-{G M \over r^2}\mathbf{\hat{r}} \, .$

Plugging in the numbers for a spacecraft orbiting at roughly 420 km (such as the International Space Station), this gives:

$ \mathbf{g} = {- 3.986 \cdot 10^{14} \over (6371 + 420) \cdot 10^3 m} = - 8.6 \, \mathrm{m}/\mathrm{s}^2$

So, an astronaut on-board the ISS is in a reference frame that is constantly accelerating at an acceleration of $8.6 \, \mathrm{g}/\mathrm{m}^2$. Yet unlike the astronauts featured in this related question, they do in fact feel no gravitational acceleration at all; at most they may feel some centrifugal pseudoforce, but this is considerably less than the gravitational acceleration, and at most at microgravity levels.

Is acceleration only perceived when it changes the magnitude of the velocity, as opposed to the direction? What is the fundamental reason for this? Or am I misunderstanding something?

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Note: your acceleration has the wrong units. Acceleration is length/time^2. –  Michael Brown Feb 11 '13 at 13:12
    
@MichaelBrown Thanks for pointing out my typo, fixed it now (handicap from daily working with data that has units $\textrm{g}/\textrm{m}^2$...) –  gerrit Feb 11 '13 at 13:14
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The important difference is not the direction of the acceleration, it is the cause. When a rocket ship accelerates the engine pushes the hull, the hull pushes the floor and the floor pushes the astronaut's feet. He feels this force through his feet (and spine) and says he has weight.

In the case of a spinning ship, looked at from a non-spinning reference point on the outside, inertia will cause the astronaut to move in a straight line until he meets the outer wall. But then the wall will prevent him from continuing in a straight line. If he sticks (instead of slipping without friction) he will begin accelerating away from the trajectory he originally had. Again there is a force on his feet and he says there is gravity (in this case "down" is really away from the axis of rotation).

In the case of the freefall orbit the Earth's gravity pulls on the ship. But it also pulls on the astronaut and everything else inside the ship equally, so there is no force from the floor on the astronauts feet. This is because the force of gravity is proportional to the mass $F=mg$, and by Newton's law $F=ma$, so $ m a = m g $ and the mass cancels out. Everything accelerates equally. This is the (weak) equivalence principle.

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The reason the acceleration isn't perceived, is because the rocket is accelerating at the same rate as the person, and thus there is no compressive force between the rocket and the person.

A rocket accelerating upwards at 4m/s/s, will exert a force onto a person inside it, and thus the human will feel the pressure of the rocket pushing the human upwards. If however the same rocket is in free fall towards the Earth, the rocket isn't pushing the human, because the human is being pulled by gravity with the same acceleration of the rocket, so the human will feel no force from the rocket.

Also note that a human in free fall in a vacuum cannot "feel" his acceleration, because humans can only feel compressive forces.

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