The magnetic field is not pointing in the same direction as the magnetic force it causes. In fact, it is always perpendicular.
Look at the formula:
$$\vec F=q \vec v \times \vec B$$
A cross product will always give a perpendicular result. The righthand rule with curling fingers gives you the field $\vec B$ direction, but you must then use the other right hand rule (with three fingers stretched) to find the force $\vec F$ direction.
You are maybe confusing it with electric fields and forces? They are related as:
$$\vec F=q\vec E$$
and are thus always parallel. But keep those two topics separated.
Furthermore, as the other answers show, field lines are in general not necessarily straight lines. Only in special cases. And that counts for all types of fields.