FSS SPECIALIST CHANGED RWY LIGHTS TO ANOTHER RWY WHILE SMT WAS ON ILS APCH TO RWY 31. SMT MADE GAR AND LANDED OK.

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I TOLD ZMP THAT I ENTERED THE HOLDING PATTERN AND THEN THEY GAVE ME AN ALT TO DSND AND MAINTAIN 6000 FT. I DSNDED AND MAINTAINED 6000 FT UNTIL THE ACFT AHEAD OF ME GOT ON THE GND AND CANCELED HIS FLT PLAN. I WENT AROUND 3 TIMES AND THEN THE OTHER ACFT CANCELED AND THEN ZMP CLRED ME FOR THE ILS 31 INTO PIERRE. AS I WAS XING CANNI INTXN OR THE OM; ZMP TOLD ME THAT I COULD CHANGE FREQ AND CANCEL WITH HER OR PIERRE FSS. AT THAT TIME I CALLED PIERRE FSS AND TOLD HER I WAS CANNI INBOUND AND COULD I GET THE WX (SA) AT THE TIME. SHE GAVE IT TO ME AND I TOLD HER I HAD IT AND EVERYTHING WAS GOING JUST FINE. ABOUT 1/2 WAY DOWN ON THE APCH AROUND 2500 FT I HEARD AN ACR TAXIING OUT TO RWY 7 AT PIERRE AND WANTED AN ARPT ADVISORY. PIERRE FSS GAVE IT TO HIM AND SOMETIME IN THERE SHE SHUT THE RWY LIGHTS OFF OF RWY 31 AT PIERRE AND TURNED ON RWY 7 LIGHTS AND DID NOT TELL ME. AFTER I GOT DOWN TO 2200 FT I PICKED UP THE MALSR LIGHTS WHICH WERE ON HIGH STEEP (VERY BRIGHT). I STARTED TO SLOW DOWN AND WENT OVER THE MALSR LIGHTS AND WHEN MY EYES FOCUSED BACK TO THE NIGHT FLYING; I NOTICED THE RWY LIGHTS WERE OFF AND I STARTED A MISSED APCH AND THE ACR PLT TOLD HER TO TURN THE LIGHTS ON RWY 31 WHICH AT THAT TIME IT WAS TOO LATE TO LAND AND TRY TO GET STOPPED ON RWY 31. SO THEN I DECIDED TO DO A CIRCLE TO LAND ON RWY 31 BECAUSE THE ACR WAS SITTING AT THE APCH END OF RWY 7 RIGHT IN THE MIDDLE OF IT. THE RWY HAD SNOW ON IT AND WAS KIND OF SLIPPERY. AS I CLBED TO 2200 FT MSL (CIRCLING MDA) I KEPT THE RWY IN SIGHT AND STAYED 1 MI FROM IT AND CAME BACK AND LANDED ON RWY 31. AS I CLRED RWY 31 I TOLD PIERRE FSS THERE ARE 1 OR 2 MORE PLANES ON THE APCH FOR RWY 31 AND LEAVE THE LIGHTS ON. MY SUGGESTION IS WHENEVER IT IS IFR IN PIERRE (LOW IFR) THEN PIERRE FSS SHOULD LEAVE THE LIGHTS ON FOR RWY 31 AND IF ANOTHER PLT WOULD LIKE ANOTHER RWY THEN FSS SHOULD CHK WITH CTR TO SEE IF ANYONE IS COMING IN. ALSO; ATC SHOULD HAVE LET HER KNOW THAT I WAS ON THE APCH AND I SHOULD BE FIRST; HANDLED FIRST THEN THE AIRPLANES ON THE GND. I ALSO HAD SOME ICE ON THE AIRPLANE SO I DID NOT WANT TO SCREW AROUND WITH THAT STUFF ON THE WINGS.