ACR ON FINAL APCH WAS ISSUED A TURN AND CLB MEANT FOR ANOTHER ACFT WITH SIMILAR CALL SIGN RESULTING IN A MISSED APCH.

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ON LOC RWY 4R BOS INTERCEPTING GS AT 3000 FT APCH CTL CONFUSED OUR CALL SIGN WITH ANOTHER COMPANY FLT ON DOWNWIND FOR SAME APCH. INSTRUCTIONS WERE GIVEN TO 'TURN TO 220 AND MAINTAIN 4000 FT.' WE QUESTIONED APCH BY ASKING 'YOU WANT OUR CALL SIGN' TO TURN TO 220 AND MAINTAIN 4000 FT.' HE WAS STILL THINKING THAT HE WAS TALKING TO THE OTHER ACFT AND REPEATED INSTRUCTIONS. WE QUESTIONED THE INSTRUCTIONS AGAIN AND ASKED FOR DIRECTION OF TURN (180 DEG) BECAUSE WE HAD DOWNWIND TFC AT 4000 FT AND PARALLEL TFC TO RWY 4L. STILL THINKING HE WAS TALKING TO THE OTHER ACFT HE SAID TURN IN SHORTER DIRECTION. AFTER WE GOT THE SAME INSTRUCTION THE THIRD TIME WE CONCLUDED THERE MUST BE A PROBLEM AHEAD WE WERE UNAWARE OF. I HAD PARALLEL RWY 4L TFC IN SIGHT AND ON TCASII. I INITIATED CLB TO CLR TFC AND BEGAN TURN. AT ABOUT SAME TIME CTLR CALLED PARALLEL TFC AND CONTACT TWR; BUT BY NOW IT WAS TOO LATE TO CONTINUE APCH; THEN CTLR REALIZED WE WERE TURNING AND ASKED WHAT WE WERE DOING. WE TOLD HIM WHAT HAD HAPPENED AND AFTER THE CONFUSION WAS SETTLED; A NORMAL APCH WAS FLOWN. THIS POINTS OUT THE NEED TO QUESTION OURSELVES AND LISTEN.