At about 1738 eastern time, a Beech F33A was lost from radar and crashed while in cruise flight near Conway. The pilot was killed. The pilot was flying under IFR and was instructed to climb to 4,000 feet. He reported a heading of 330 and said he needed to deviate to the right to avoid a little buildup. The controller asked him to fly 360, but the pilot responded he was unable. The controller then instructed him to fly 210 for a vector around traffic. The pilot acknowledged. The controller then said the pilot could resume own navigation and deviate as necessary after he left 2,600 feet, which the pilot acknowledged. The pilot said he would deviate to the south about two to three miles, then resume a northwest heading. The airplane crashed in an area of reported heavy rain but no lightning.