ATX X ENTERED ORL CTL ZONE WITHOUT COM.

Narrative

SMA X 35 DME SE ORL VOR; CALLED ORL APCH ON 119.4 FOR CLRNC INTO CLASS B FOR LNDG AT EXECUTIVE. RECEIVED SQUAWK OF XXXX AND CLRNC INTO CLASS B. PROCEEDED TO THE 'PWR PLANT' (ROUGHLY 10 E OF ORL) AND WAS INSTRUCTED TO DEPART THE PWR PLANT ON A HDG OF 330 DEGS AND MAINTAIN THAT HDG UNTIL N OF THE CTRLINE RWY 7/25 AT ORL. I RESPONDED TO THE INSTRUCTIONS WITH THE ADDITIONAL REMARK THAT MY CURRENT HDG WAS '335 DEGS' (WINDS WERE STRONG OUT OF THE E). I FLEW HDG 330 DEGS UNTIL N OF RWY THEN TURNED W. PRIOR TO THE TURN WBOUND I WAS WELL INSIDE THE ORL ATA. AFTER THE TURN I WAS PRACTICALLY DOWNWIND FOR RWY 7. BEING SO CLOSE TO THE ARPT; I QUIZZED THE APCH CTLR FOR A HDOF AND HE ISSUED THE STATEMENT TO CONTACT THE TWR. ALL THIS TIME I MAINTAINED THE SQUAWK AND WAS FOLLOWING HIS RADAR DIRECTIVES. ONCE TWR WAS CONTACTED I WAS QUESTIONED AS TO MY LATENESS IN ESTABLISHING AN INITIAL CONTACT. ON TAXI IN; I WAS ASKED TO CALL THE TWR REGARDING THE INCIDENT. IT IS NOT SAFE TO ASSUME THAT ORLANDO APCH AND ORL EXECUTIVE TWR HAVE A COORD; LANDLINE TO EFFECT THE HDOF? WHEN ATC SAYS FLY A HDG FOR VECTORS TO AN ARPT; THAT'S WHAT I'M GOING TO DO.