My car had a bad wheel bearing over the summer... I ended up doing it myself. It was a pain, It cost me $75 to have the old bearing pressed out and the new one pressed in...

It took them like 2 or 3 hours using a hydraulic press to get the old bearing out of the hub. They only charged me for a little over an hour though.
But anyways, my car, when you turned the wheel to the right the sound would go away and to the left it would get worse. It was the passenger side.
Ray is right though, it could be the passenger side as well. It doesn't have to follow the common rule.