The bullet behavior has an action "Set angle of motion" that determines in which angle the bullet behavior is moving (speed has to be superior to 0 for the angle to be accounted for).
In the properties of the bullet behavior you have the "Set angle" property.
If you set it to no, you can still determine the angle of motion and have your object travel in a certain angle all the while you can set the "appearance" of the object itself to look like something else.