COMMUTER ACFT GETS INTO WX ON APCH AND CONFRONTATION WITH CTLR ABOUT ASSIGNED HOLDING PATTERN.

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UPON OUR ARR TO FREEPORT; BAHAMAS; WE WERE CLRED FOR THE ILS 06. WHEN WE SWITCHED TO TWR FREQ; WE WERE INITIALLY TOLD VISIBILITY WAS 3 MI. WE COULD SEE A RAIN SQUALL IN FRONT OF US (BTWN US AND THE FIELD). WHEN WE WERE APPROX 5 MI FROM THE FIELD; TWR TOLD US VISIBILITY WAS 1 1/2 MI. THEN; WHEN WE WERE 3 MI; TWR SAID VISIBILITY WAS 1 MI. AT THIS TIME WE ENTERED THE RAIN; AND NEAR ZERO VISIBILITY. UPON REACHING DECISION HT; WITH NO FIELD IN SIGHT; WE BEGAN TO EXECUTE THE PUBLISHED MISSED APCH (THIS IS TO CLB STRAIGHT OUT AND CONTACT APCH). I TOLD TWR WE WERE EXECUTING THE MISSED APCH; AND HE SAID; 'CLB STRAIGHT OUT TO THE BEACON; HOLD E; 1 MIN TURNS; AND AWAIT FURTHER INSTRUCTIONS.' THE CAPT AND I BOTH AGREE ON THIS. UPON ENTERING HOLDING THE TWR ASKED OUR POS. WE INDICATED WE WERE IN A R TURN AND BACK TO THE BEACON AFTER MAKING A TEARDROP ENTRY TO HOLDING. I SAID WE WERE APPROX 10 DME AND HDG BACK TOWARDS THE FIELD (240 DEGS). WE WERE AT 2000 FT. THIS SEEMED TO CONFUSE HIM; AND HE ASKED AGAIN OUR POS. WHEN HE FINALLY SEEMED TO UNDERSTAND US; HE INDICATED HE HAD SAID TO HOLD AT THE BEACON ON THE W SIDE OF FIELD; NOT E SIDE. THE CAPT AND I BOTH AGREED HE HAD SAID TO 'CLB STRAIGHT OUT;' AND WE INDICATED THIS TO TWR. HE BECAME VERY UPSET AT US; SAYING WE DID NOT FOLLOW HIS INSTRUCTIONS. HE THEN TOLD US TO IMMEDIATELY FLY TO THE RWY 06 LOCATOR OM; AND WE WERE CLRED FOR THE ILS. HE ALSO SAID VISIBILITY WAS IMPROVING RAPIDLY. OUR RADAR SHOWED THE STORM HAD INTENSIFIED TO LEVEL 4-5; AND A 240 DEG HDG (DIRECT TO LOCATOR OM) WOULD TAKE US DIRECTLY THROUGH IT. I TOLD TWR WE WOULD FLY 200-210 DEG HDG FOR WX. HE BECAME UPSET AND REPEATED HIS INSTRUCTIONS. I BECAME UPSET AND SAID OUR RADAR SHOWED BAD WX IN THAT DIRECTION; AND THAT WE WERE FLYING 210 DEGS. THIS WOULD TAKE US TO THE S SIDE OF FIELD AND VOR. WHILE FLYING THIS HDG; WE COULD OCCASIONALLY SEE THE GND; BUT IN NO WAY COULD WE FLY A VISUAL APCH. WHEN WE WERE ABEAM THE TWR; THE CTLR SAID HE SAW US; AND THAT WE COULD LAND VISUALLY. WE TOLD HIM WE COULD NOT; AND ASKED FOR DSCNT TO 1500 FT (MAYBE ALLOWING US TO GET BELOW CLOUDS). AFTER DOING THIS; HE SAID HE SAW US AGAIN; AND THAT IF WE STARTED DSNDING FURTHER AND BEGAN A R WE SHOULD BREAK OUT AND SEE THE FIELD. IT WAS AS IF HE WAS TRYING TO FLY OUR PLANE FOR US. WE TOLD HIM THAT WHETHER HE COULD SEE US OR NOT; WE COULD NOT MAKE A VISUAL APCH AND WOULD NEED TO FLY THE ILS. I ESPECIALLY DID NOT WANT TO BEGIN A R TURN AND DSND HOPING WE WOULD SEE THE FIELD. THAT IS RIDICULOUS! WE EVENTUALLY BROKE OUT (AT 1500 FT) AFTER PASSING THE SHORELINE ON THE E SIDE OF THE FIELD. THE LNDG WAS UNEVENTFUL; WITH VERY HVY RAIN STILL ON THE E SIDE OF THE FIELD. FREEPORT IS A NON- RADAR ENVIRONMENT; AND INSTANCES SUCH AS THIS HAPPEN QUITE FREQUENTLY. WHEN WX IS DOWN; IT IS NOT A COMFORTABLE PLACE FOR INST APCHS. HOPEFULLY; IF ENOUGH CONCERNED PLTS WRITE THINGS LIKE THIS; THE SIT WILL IMPROVE.