No problem, welcome to Scirra and C2. <img src="smileys/smiley20.gif" border="0" align="middle" />
You might not need the set angle event if you spawn the projectile from "Player: Spawn another object" instead of "System: Create object".
If you do though, how about setting the angle to the players angle when the projectile is spawned, like this:
On S pressed:
-> Player: Spawn Projectile on layer X
-> Projectile: Set angle to Player.Angle