Understanding the magnetic field sensitivity of Transition Edge Sensors (TESs) is vital in optimising the configuration of any magnetic shielding as well as the design of the TESs themselves. An experimental system has been developed to enable the investigation of the applied magnetic field direction on TES behaviour, and the first results from this system are presented. In addition, measurements of the effect of applied magnetic field magnitude on both supercurrent and bias current are presented. The extent to which the current theoretical framework can explain the results is assessed and finally, the impact of this work on the design of TESs and the design of magnetic shielding is discussed.