What is the chorus's reaction to Apollo's advice in Oedipus Rex?

These are three different questions, and they're not particularly connected; so, I'll do my best to give you the best sense of this section of the play.  Oedipus is a good king who has heard the pleas and cries of his people, and he has determined to do what he can to find the cause of the curse (nothing is growing, pregnant women aren't delivering live babies, etc.).

Oedipus has twice sent for Tiresias, the blind prophet, to see if he can shed any light on the curse which is plaguing Thebes.  When he finally arrives, Oedipus treats him poorly--even pushes and hits this old oracle.  That's because Tiresias is telling the truth of Oedipus' guilt but in veiled terms--the blind man "sees" and the seeing man is "blind."  The hot-headed king doesn't get it, and he shows his frustration by being mean and sarcastic and dismissive. 

So, even though he has actually heard the true cause of the curse, he rufuses to take any action based on the prophet's words.  Next, the King sent Creon to seek the same answers.  When Creon comes back and says the problem is deep-rooted in the town--the murderer of Laius must be gotten rid of to remove the curse--Oedipus the stubborn accuses Creon of trying to steal his throne.  Creon makes a good argument--he's better off as the brother-in-law of the king because he has all the benefits of people trying to curry favor and none of the responsibilities. As he has been with everything else anyone else says, Oedipus is angry and arrogant.

The great irony which will soon be revealed is that both these men were right--Oedipus is, indeed, the source of the problem and will soon fall from his royal pedestal.

How does the chorus advise Oedipus in Oedipus Rex?

In Oedipus Rex, the chorus tries to let Oedipus know that his hubris is getting in the way of good decision making.  For example, in Ode 2, the chorus labels Oedipus "the tyrant of Pride."  This statement has come after the scene in which Oedipus outwardly accuses Creon of wanting to overthrow him to take the throne and after Jocasta has convinced Oedipus to believe that the oracle makes false prophecies.  Oedipus is trying to find every way possible to get out of his fate, and the chorus scolds his irreverence of the gods.  The chorus warns that not holding one's self accountable and accusing the gods of false information will lead to downfall, but Oedipus does not take the advice.  He continues to seek messengers to offer alternative information to prove his theory that he could not have possibly murdered his own father.  Eventually, Oedipus must accept his fate, but the chorus all along has been warning him about his excessive pride.