COMMUTER ACFT HAS LOST COM OVER NAVAID. LATER SWITCHES TO APCH FREQ.

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NEARING BUJ VOR AT 7000 FT MSL WHILE ON A SCHEDULED FLT FROM ELD; AR; TO DFW; WE LOST COM WITH ZFW. SHORTLY AFTER REACHING BUJ WHERE THE CTR WOULD NORMALLY SWITCH US OVER TO DFW APCH CTL WE XMITTED 'IN THE BLIND' THAT WE WERE SWITCHING TO DFW APCH CTL SINCE WE NORMALLY WOULD HAVE BEEN SWITCHED AT THAT POINT AND WE COULD NOT COMMUNICATE WITH ZFW. UPON CONTACTING DFW APCH CTL ON FREQ 119.05 WE WERE THANKED BY APCH CTL FOR SWITCHING TO THEIR FREQ. A FEW MINS LATER WE WERE TOLD TO CALL ZFW ON THE GND. UPON CONTACTING ZFW ON THE LANDLINE WE WERE ASKED WHY WE DID NOT DSND TO 6000 FT AND 'IDENT' WHEN INSTRUCTED. I EXPLAINED WE HAD NO COM WITH ZFW AND THAT WE WOULD HAVE FOLLOWED THOSE INSTRUCTIONS IF WE HAD IN ANY WAY HEARD THEM. PROBABLE PROB AREAS: 1) WE HAVE HAD DIFFICULTY COMMUNICATING WITH ZFW ON FREQ 124.87 IN THE PAST NEAR BUJ. 2) MAYBE ALL PLTS SHOULD BE INFORMED TO SAY 'XMITTING IN THE BLIND' BEFORE SWITCHING FREQS DUE TO LOST COMS. APPARENTLY MY XMITTING TO ZFW THAT WE WERE SWITCHING FREQS WITHOUT SAYING 'XMITTING IN THE BLIND' MADE THEM THINK WE COULD HEAR THEM. THEY THEN THOUGHT WE DID NOT FOLLOW THEIR INSTRUCTIONS! SOLUTIONS: 1) HAVE THE FREQ 124.87 CHKED FOR CONTINUED AVAILABILITY AT LOWER ALTS NEAR BUJ SINCE IT HAS BEEN A PROB IN THE PAST. 2) CONSIDER MAKING IT KNOWN TO PLTS TO STATE 'XMITTING IN THE BLIND' WHEN THEY ARE TRYING TO COMMUNICATE ON LOST COMS.