ACR MLG HAD TO MAKE A GAR FROM AN IAP ILS APCH TO DEN RWY 35R BECAUSE OF SPACING WITH PRECEDING ACFT.

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FLT LAX TO DEN JAN/XX/92. AT APPROX 500 FT AGL ON THE ILS 35R DEN WITH RWY 35R IN SIGHT; TWR CALLED PRECEDING ACFT TO SEE IF IT HAD CLRED RWY 35R. AT APPROX 300 FT AGL TWR SENT FLT AROUND SINCE TWR WAS UNABLE TO CONFIRM RWY 35R WAS CLR (WX APPROX 500 OVCST 1 MI VISIBILITY FOG AND SNOW). MISSED APCH WAS INITIATED BY CAPT. FLAPS WERE ORDERED TO 15. TWR ISSUED THESE APPROX INSTRUCTIONS: ACR TO TURN R 110 DEGS AND CLB TO 7000 FT. I; AS THE PNF; ACKNOWLEDGED. I SET THE ALT REMINDER TO 7000 FT AND SET MY HDG BUG TO 110. I REPEATED THE INSTRUCTIONS TO THE CAPT. THE LNDG GEAR WAS STILL DOWN SO I CALLED 'POSITIVE RATE' AT WHICH TIME HE COMMANDED 'GEAR UP.' I ONCE AGAIN TOLD THE CAPT TO TURN TO THE ASSIGNED HDG. THE CAPT MADE NO TURN BUT CONTINUED TO CLB. I TOLD THE CAPT SEVERAL TIMES TO TURN WITH NO RESULT. TWR ASKED IF WE WERE IN THE TURN ALSO. WE RECEIVED A TCASII RA ALERT AND A TCASII COMMAND TO 'MONITOR VERT SPD.' THE TCASII COMMANDED A LEVEL OFF. I TOLD THE CAPT TO CHK HIS CLB; WITH NO RESPONSE. TWR (POSSIBLY APCH CTL) CALLED AND DIRECTED AN IMMEDIATE TURN. AT THIS POINT I RAISED MY VOICE AND TOLD THE CAPT TO TURN NOW; WHICH HE DID. VECTORS FOR ANOTHER APCH WERE GIVEN AND AN UNEVENTFUL LNDG MADE ON 35R.