ROTARY WING ACFT EXECUTES MAP IN IMC BUT TALKING TO 2 CTLRS AT SAME TIME. VERY CONFUSING.

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I WAS FLYING IN THE NEW YORK CITY TCA AT LGA. I WAS RADAR VECTORED TO THE ILS 13 APCH COURSE. APCH CTL GAVE ME A HDG OF 160 DEG AND A DSCNT FROM 2000 FT TO NO LOWER THAN 1800 FT AT GARDE; CLRED FOR THE ILS 13 APCH. AS I CONTINUED ON THE LAST ASSIGNED HDG AT 1800 FT; I NOTICED THAT I WAS MOVING INSIDE GARDE AND THE LOC NEEDLE WAS STILL PEGGED TO THE R. THE INTERCEPT ANGLE GAVE TO ME WAS SHALLOW TO PLACE ME ON THE LOC COURSE IN A TIMELY MANNER. I MENTIONED THIS TO MY COPLT AND MENTIONED THAT WE MAY HAVE TO EXECUTE A MISSED APCH. UNKNOWN TO ME HE CALLED THE PREVIOUS CTLR ON ANOTHER FREQ; WHICH I WAS NOT MONITORING. MY COPLT THEN TOLD ME TO MAKE A TURN TO THE N. WHEN I QUESTIONED HIM ON THIS HE BECAME INSISTENT. I WAS STILL AT 1800 FT AND EVEN JUST INTERCEPTING THE LOC COURSE. I TURNED N AND PUNCHED THE INTERCOM BUTTON ON FOR THE SECOND RADIO. I WAS NOW LISTENING TO 2 CTLRS GIVING ME 2 DIFFERENT SETS OF INSTRUCTIONS. WE FINALLY CLRED UP THE PROBLEM BY STAYING WITH THE CTLR WHO HAD GIVEN US THE TURN TO THE N. WE WERE GIVEN A CLB TO 2000 FT. DURING THE INCURRING CONFUSION AND BEFORE I COULD GET REESTABLISHED ON COURSE WE HAD CLBED TO 2100 FT. THE MILD TURB AND THE 40 KT WINDS FROM THE SW DID NOT HELP MATTERS. I STARTED A DSCNT BACK TO 2000 FT IMMEDIATELY. WE WERE VECTORED AGAIN FOR THE ILS 13 APCH COURSE AND THIS TIME MADE A GOOD INTERCEPT OF THE LOC JUST OUTSIDE GARDE. WE CONTINUED THE APCH AND LANDED AT THE APEX HELIPAD AT LGA WITHOUT INCIDENT.