PVT PLT OF A SMA SEL FAILED TO CLB TO THE IFR FLT PLAN CRUISE ALT.

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ENRTE OSH TO MCW. WE DEPARTED OSH VFR WITH PLANS TO OBTAIN OUR IFR CLRNC FROM MADISON APCH. THIS PLAN WAS PER THE ADVICE OF OSH CLRNC DELIVERY AND OSH CLASS 2 NOTAM PAGE 21. AFTER DEPARTING OSH WE WERE ABLE TO CLB VFR THROUGH A HOLE TO ON TOP. TOPS OF CLOUDS WERE ABOUT 3000 FT MSL. AT 4500 FT; IN VMC; WE PROCEEDED ALONG FLT PLANNED RTE VIA RANDO; V-170 TO DLL. NEAR RANDO WE CONTACTED MADISON FOR OUR IFR CLRNC. MADISON ADVISED THAT THEY DID NOT HAVE OUR FLT PLAN. THEY ALSO WERE ADVISING OTHER TFC THAT CHICAGO HAD 'BAD' COMPUTERS AND THAT MANY FLT PLANS WERE MISSING (OR WORDS TO THAT EFFECT). MADISON ADVISED US TO PROCEED ON COURSE; AND IN DUE TIME TURNED US OVER TO ZAU. AT SOME POINT ZAU MUST HAVE CONVERTED US TO 'IFR.' I AM NOT CLR AS TO WHEN. COMS WERE; AT BEST; DIFFICULT. WE WERE MAINTAINING 4500 FT MSL IN VMC; THINKING WE WERE BEING PROVIDED FLT FOLLOWING SVC ONLY. NEAR DLL WE WERE ADVISED TO 'CLB IMMEDIATELY TO 6000 FT; YOU HAVE TFC.' THE FEMALE CTLR SEEMED VERY UPSET THAT WE WERE NOT AT 6000 FT. 6000 FT WAS OUR FLT PLANNED ALT. WE CLBED TO 6000 FT. THE REMAINDER OF THE FLT WAS HANDLED IFR. PROBLEM: WHEN DID THE FLT GO FROM VFR TO IFR? BAD COMS. I AM NOT SURE WHAT I WOULD DO DIFFERENT NEXT TIME.