Python 2/3, 169 167 150 111 98 78 Bytes
Note that the import is not included in the byte count, according to the challenge specs.
Thanks to @AlexHall for saving 39(!) bytes and @nedla2004 for another 13
from turtle import* o=[90] for z in o*9:o+=[90]+[-x for x in o[::-1]] fd(5) for i in o:rt(i);fd(5) Starts by generating a list or right (90) and left (-90) turns, then goes through the list and moves the turtle.
Generated Output: 
EDIT: If this is too boring too watch, add speed(0) right before the first fd(5). It will run the same, except the turtle will move much faster.
