ACR X GAR FROM OCCUPIED RWY MADE UNAUTH TURN INTO MULTIPLE RWY OP PARALLEL RWYS.

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ACR X WAS ON BASE LEG TO RWY 25L AT LAS VEGAS; THE APCH CTLR TOLD US THERE WAS A T-38 3 MI AHEAD ON APCH TO RWY 25L; AND ASKED IF WE SAW THE ARPT. WE SAID YES; RWY IS IN SIGHT BUT WE DON'T SEE THE T-38. 'ROGER; CLRED FOR THE VISUAL TO RWY 25L.' AT ABOUT 1000 FT AGL WE SPOTTED THE T-38 ON HIS ROLLOUT. HE WAS ROLLING ALL THE WAY TO THE END AND WAS NOT IN A HURRY. WHEN WE WERE CLRED FOR THE VISUAL I IMMEDIATELY BEGAN TO SLOW BECAUSE I COULDN'T SEE THE T-38 VISUALLY. WE WERE HANDED OVER TO LAS VEGAS TWR AND HE SAID CLRED TO LAND. WHAT ABOUT THE T-38; I SAID TO THE FO. AT APPROX 400 FT AGL; AS I WAS JUST STARTING THE PWR LEVERS UP TO GAR; THE TWR TOLD US TO GAR. WE DID. BUT TO THE W OF RWY 25 THERE IS SOME VERY TALL TERRAIN SO OUT OF 2800 FT I STARTED A R TURN BECAUSE THE MISSED APCH FOR RWY 25L IS A CLBING R TURN OUT OF 2800 FT TO 6000 FT TO A VOR TO HOLD. I KNOW I WAS ON A VISUAL AND WAS NOT EXPECTED TO EXECUTE THE PUBLISHED MISS; BUT THE TWR GAVE ME NO SPECIFIC INSTRUCTION. ALL HE SAID WAS GAR. THE TWR CTLR GOT MAD AND SAID YOU WERE SUPPOSED TO MAINTAIN RWY HDG WHEN I TELL YOU TO GAR. I SAID 'YOU NEVER SAID THAT'S WHAT YOU WANTED.' A VISUAL MISS INSTRUCTION IS WHAT I BRIEF MY FO ON. EVERY TIME I'M GOING TO DO A VISUAL APCH; I SAY; 'IF WE HAVE TO GO AROUND; I WILL STAY VISUAL AND DO WHAT ATC WANTS.' ON A VISUAL MISS WITH INSTRUCTIONS OF GAR; FOLLOWED BY CLB TO 5000 FT; THEN CLB TO 6000 FT; THEN CLB TO 7000 FT; THEN WITH 400 FT TO GO -- NO; STOP YOUR CLB AT 6000 FT. THE TWR CTLRS NEED TO REALIZE THAT WE ARE NOT ONLY CONCERNED WITH OTHER TFC TO SEE AND AVOID BUT THE HIGH TERRAIN FAIRLY CLOSE TO THE ARPT IS JUST AS BIG OF CONCERN. DON'T GIVE ME A RWY HDG AND A LOW ALT.