SMA LANDS ON THE WRONG RWY AND WITHOUT LNDG CLRNC FROM ATC.

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APPROX 100 GA ACFT WERE INVOLVED IN A 'POKER RUN' EVENT STARTING AT SPIRIT OF ST LOUIS ARPT. TO AVOID THIS CROWD AND GIVE A STUDENT INST APCH PRACTICE WE CONTACTED ST LOUIS APCH AND REQUESTED VECTORS TO THE LOC BACK COURSE RWY 11 AT ALTON; IL (ALN) AND AFTER THE MISSED; VECTORS TO AN NDB RWY 29 AND AFTER THAT MISSED; VECTORS TO AN ILS RWY 30L WITH FULL STOP LNDG AT CAHOKIA (CPS). THESE APCHS WERE ALL COMPLETED AS REQUESTED UNTIL CLRED FOR THE ILS AND TURNED OVER TO CPS DOWNTOWN TWR. THE TWR CLRED US FOR THE APCH AND GAVE US MISSED APCH INSTRUCTIONS. WE REQUESTED TO LAND OUT OF THE APCH BUT IT WAS OBVIOUS THE CTLR WAS SATURATED AND DIDN'T REPLY UNTIL THE THIRD REQUEST WHEN HE CURTLY RESPONDED 'UNDERSTAND' AND CONTINUED NON-STOP DIRECTIONS TO TFC LNDG ON THE OTHER RWY. I WAS UNABLE TO GET A WORD IN EDGEWISE BUT KEPT WAITING TO BE TOLD TO BREAK OFF THE APCH OR TURN TO DOWNWIND RWY 12L FOR A CIRCLING APCH. THIS DID NOT OCCUR AND I INSTRUCTED THE STUDENT TO LAND AS WE HAD REQUESTED ASSUMING HIS 'UNDERSTAND' IMPLIED CLRED TO LAND IN THIS 'OSHKOSH-LIKE' ENVIRONMENT. AFTER LNDG I WAS THEN SURPRISED TO HEAR HIM CALL OUT TFC FOR US THINKING WE WERE STILL AIRBORNE. WHEN TOLD WE WERE ON THE GND HE REPLIED 'YOU LANDED ON THE WRONG RWY. GET OFF AND CALL GND CTL.' ON GND CTL WE WERE INSTRUCTED TO CALL TWR AFTER SHUTDOWN; WHICH WE DID AND THEN HAD LUNCH. AFTER LUNCH AT CAHOKIA; WE RETURNED TO SPIRIT; OUR HOME BASE; AND WERE TOLD BY STL APCH THAT NO PRACTICE INST APCHS WERE BEING CONDUCTED BECAUSE OF THE HVY TFC FROM THE 'POKER RUN.' THIS SHOULD HAVE BEEN THE POLICY AT DOWNTOWN ARPT WHICH WE WOULD HAVE THEN AVOIDED. SAFETY COULD HAVE BEEN IMPROVED BY INFORMING TRAINING FLTS CPS WAS BEING USED FOR THE 'POKER RUN.' THIS COULD HAVE BEEN RPTED BY APCH CTL; CPS ATIS OR THE CTL TWR AT DOWNTOWN.