Step 1: Concept
The magnetic field produced by a moving charge is described by the Biot-Savart Law for a point charge: $\vec{B} \propto \vec{v} \times \vec{r}$.
Step 2: Meaning
The cross product ($\times$) of two vectors results in a third vector that is perpendicular to the plane containing the original two.
Step 3: Analysis
Since $\vec{B}$ is proportional to the cross product of velocity ($\vec{v}$) and the position vector ($\vec{r}$), the magnetic field vector $\vec{B}$ must be perpendicular to the velocity vector $\vec{v}$.
Step 4: Conclusion
Therefore, the magnetic field generated by the moving electron is always perpendicular to its direction of motion.
Final Answer: (A)