UNAUTH LNDG -- ACR CREW FORGETS TO SWITCH TO TWR FREQ AND LANDS WITHOUT AUTH.

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I WAS THE PF; CAPT WAS NAVING AND COMMUNICATING WITH ORD APCH. AT APPROX 30 NM FROM ORD; THE APCH CTLR CLRED US FOR THE ILS RWY 4R AT ORD AND WERE TOLD TO 'CONTACT TWR AT REKKS;' WHICH IS THE FINAL APCH FIX. NOW; BEING A NEW HIRE PLT WITH LESS THAN 30 HRS TOTAL TIME IN TYPE; THE CAPT WAS GIVING ME 'ASSISTANCE' AND 'POINTERS' WHILE EXECUTING THE APCH; ALL THE WAY DOWN TO TOUCHDOWN ON RWY 4R AT ORD. AS THE ACFT ROLLOUT COMPLETED; THE CAPT TOOK CTL WITH NOSEWHEEL STEERING AND EXITED THE RWY ON THE FIRST AVAILABLE TURN OFF. AT THIS POINT; I REACHED DOWN TO SWITCH FREQS FROM TWR TO GND WHEN; VERY MUCH TO MY SURPRISE; I DISCOVERED WE WERE STILL ON APCH CTL!! I IMMEDIATELY TOLD THE CAPT OF OUR MISTAKE AND I SWITCHED OVER TO ORD TWR. I RPTED LEAVING THE RWY AND TWR SAID 'ROGER; HOLD SHORT OF RWY 9R.' THE CAPT OFFERED A QUICK APOLOGY TO THE TWR AND TWR SAID 'NO PROB; WE APPRECIATE THE FAST APCH DUE TO CONGESTION ENTERING THE TERMINAL AREA.' WE TAXIED; WITH PROPER CLRNCS THIS TIME; TO THE GATE WITHOUT FURTHER EVENT. I BELIEVE THAT THIS OCCURRENCE WAS CAUSED BY SEVERAL FACTORS: MY LACK OF EXPERIENCE IN THE ACFT AND LACK OF EXPERIENCE OPERATING INTO AND OUT OF ORD; CAPT GIVING ME 'DUAL' WHILE ON THE APCH AND CAUSED BOTH OF US TO FORGET TO CONTACT TWR FOR PROPER LNDG CLRNC; WE WERE TRYING TO ACCOMMODATE ATC BY KEEPING OUR SPD UP AS LONG AS POSSIBLE TO THE FAF; WHICH WAS GREATER THAN NORMAL; WHICH IN ITSELF CAUSED FURTHER DISTR BY TRYING TO SLOW TO CONFIGURE THE ACFT FOR LNDG WITHOUT HAVING TO EXECUTE A MISSED APCH. I THINK BY TRYING TO 'HELP OUT' ATC; WE ACTUALLY FORGOT ABOUT OTHER IMPORTANT DUTIES; SUCH AS GETTING THE CLRNC TO LAND!! IN THE FUTURE; I WILL ASK FOR MY 'POINTERS' EITHER BEFORE THE APCH BEGINS OR AFTER THE FLT HAS TERMINATED BECAUSE OBVIOUSLY TRYING TO RECEIVE DUAL IN A CONGESTED TERMINAL AREA IS NOT THE PLACE FOR SUCH TASKS.