AN SMA PLT CONFUSED RWY 20 WITH 020 HDG.

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FLYING TO DURANGO ARPT WITH FLT FOLLOWING WITH ZDV. I WAS FLYING THE DME HAC TO RWY 2. SWITCHED TO ADVISORY FREQ AND CALLED OUT MY POS -- ANOTHER ACFT ASKED MY POS AND I RPTED ON LOC THE FIRST TIME; SECOND TIME RPTED OM INBOUND. THEN I WAS ASKED IF I WAS GOING TO LAND RWY 20. I REPLIED YES -- THERE IS A RWY 2 AND A RWY 20. AFTER LNDG AND ABOUT TO TURN OFF THE RWY; A COMMUTER ACFT ABOUT 500 FT TO LAND; WE WOULD NOT HAVE HAD A PROB; ALTHOUGH THIS WAS NOT A COMFORTABLE SIT -- THE ERROR I MADE WAS CONFUSING RWY 2 WITH MY HDG OF 020. A MISTAKE THAT CLRLY SHOULD NOT HAVE BEEN MADE. WITHOUT THINKING I ANSWERED INCORRECTLY. I CLRLY UNDERSTAND THE DIFFERENCE. TO ELIMINATE THIS TYPE PROB IN THE FUTURE; A MORE THOUGHTFUL REPLY WOULD HAVE BEEN IN ORDER. ALSO THE OTHER ACFT SHOULD HAVE NOTICED US (STROBES AND LNDG LIGHTS ON) LNDG ON RWY 2. THIS ARPT IS UNCTLED AND SHOULD THERE HAVE BEEN ANOTHER ACFT LNDG ON RWY 2 WITHOUT RADIO COM THE COMMUTER COULD HAVE HAD A SIMILAR PROB. THE COMMUTER PLANE SHOULD HAVE BEEN MORE OBSERVANT. THUS; 2 ACFT PAYING MORE ATTN TO WHAT WAS HAPPENING COULD HAVE AVOIDED THIS POTENTIAL PROB.