AIR TAXI ACFT LEAVES AIRWAY TO INTERCEPT FINAL APCH COURSE WHEN CLRED FOR VOR APCH.

Narrative

I WAS PROCEEDING TO BZN ON V86 WHEN ZLC CLRED ME FOR THE VOR RWY 12 IN BZN. THE PROPER WAY TO EXECUTE THIS APCH IS TO PROCEED TO BZN VOR; WHICH IS WHERE IAF IS LOCATED. INSTEAD I DEVIATED FROM THE AIRWAY (V86) AND PROCEEDED TO INTERCEPT THE INBOUND COURSE OF THE APCH WHICH WAS 101 DEGS MAGNETIC HDG. I FEEL THERE ARE 3 REASONS WHY THIS HAPPENED. FIRST; THE CTLR WAS NOT CLR IN HIS INSTRUCTIONS. HIS LAST WORDS WERE 'CLRED FOR THE RWY 12 APCH.' I KNOW THIS IS LEGITIMATE INSTRUCTIONS; HOWEVER I AM USED TO MOST CTLRS GIVING ME INSTRUCTIONS LIKE 'CLRED FOR THE VOR RWY 12 APCH VIA V86 AIRWAY.' SECOND I BELIEVE I WASN'T PAYING ATTN LIKE I SHOULD HAVE BEEN. I KNOW ALL APCHS ARE EXECUTED BEGINNING WITH IAF; BUT I NEGLECTED THE TERM 'IAF' AND DECIDED TO TAKE A SHORT CUT TO THE FINAL APCH HDG. THIRD; I FIGURED I COULD MAINTAIN TERRAIN CLRNC (VFR) AND THERE REALLY WASN'T A NEED TO EXECUTE THE APCH AS PUBLISHED. I TRIED TO CANCEL IFR BUT SOME OTHER PLT XMITTED OVER MY VOICE. THEN CTR CAME BACK AND ASKED ME WHAT I WAS DOING. I TOLD THEM THAT I WAS PROCEEDING INBOUND ON THE 101 DEG RADIAL AND THAT I AM VFR AND WANT TO CANCEL IFR. THEY CALLED ME AND WERE VERY NICE. I DON'T THINK THEY'LL DO ANYTHING BUT I GAVE THEM A BIG SCARE. I'VE LEARNED MY LESSON NOT TO DEVIATE AND TO EXECUTE ALL APCHS STARTING AT IAF. IT WON'T HAPPEN AGAIN.