What do you do when your characters just won't behave?

I'm now 43,000 words into my first draft, and nothing is going quite as planned.

My main character just won't behave according to the script and is taking far longer than expected to get where I expected her to go. I keep having to decide whether to shepherd her back onto the main storyline, or let her wander down entirely new trails along the way. Meanwhile, my other character has yet to make more than a cameo appearance, seemingly content to bide his time on the sidelines. They may yet meet again before I hit 50,000 words, but I'm starting to wonder. Boy is this going to take a lot of editing to make it something worth reading!

My only consolation is my writing buddy from last week's write-in is having similar difficulties. Her story was supposed to revolve around 4 main characters, but as of 40,000 words, two had pulled a no-show. Apparently, she's now working on Book Two to get them to show up, and is hoping the four will actually meet in the next 5k or so.

Considering these are all our own creations, you'd think it would be easier to get the characters to do what you want, but they all insist on having minds of their own. I find it's rather like herding cats.