DURING TAXI TO PARKING CPR JET WAS TAXIED BACK ONTO LNDG RWY BRIEFLY BEFORE AGAIN TURNING OF -- HOT TWR CTLR.

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I LANDED ON RWY 14R AT CHICAGO O'HARE ARPT AND TURNED OFF ON A HIGH SPD TURNOFF. AT THAT TIME THE COPLT CONTACTED GND CTL AND TOLD THEM WE WERE OFF RWY 14R AND WANTED TAXI INSTRUCTIONS TO FBO AVIATION. WHAT I HEARD GND CTL SAY WAS T-3; TURN R; OUTER AND CARGO. THERE WERE SEVERAL OTHER ACFT IN THE AREA OF WHERE WE WERE; AND I THOUGHT TO MYSELF THEY ARE TAKING US BACK ON THE RWY FOR SOME REASON UNKNOWN BY ME FOR TAXI PURPOSES. I SAID TO THE COPLT; 'WAS THAT A R TURN AT T-3.' HE AGREED WITH ME. I THOUGHT IT WAS 'ODD' THAT WE WOULD HAVE A R TURN AT T-3 WHEN IT WOULD PUT US BACK ON THE ACTIVE RWY. BUT UNUSUAL THINGS HAVE HAPPENED BEFORE AT O'HARE ARPT. BY THE TIME I REALIZED THAT THINGS WERE NOT RIGHT; I WAS ALREADY ON THE RWY AND I PROCEEDED TO EXIT THE RWY ON A TURNOFF APPROX 40-50 FT DOWN THE RWY. I AM NOT AWARE OF ANYONE TAKING ANY KIND OF EVASIVE ACTION. DURING THIS TIME THE COPLT HAD BEEN ON THE #2 RADIO TO GET OUR OUTBOUND CLRNC FOR THE RETURN TRIP HOME. I HAD REMAINED ON GND CTL FREQ. WHEN I WAS JUST ABOUT CLR OF THE RWY; THE GND CTLR CAME ON FREQ AND COMMENCED TO READ ME THE 'RIOT ACT' FOR INVADING THE ACTIVE RWY. I TOLD HIM I WAS OF THE IMPRESSION I WAS TO TURN R AT T-3. THE CTLR SAID THAT IF THERE WAS A DOUBT OF ANYTHING; STOP AND QUESTION SOMEONE. I PROCEEDED TO TAXI.