AN LTT ACR MAKES A MISSED APCH BECAUSE THEY HAVE THE WRONG ALTIMETER SETTING AT DTW.

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DSNDING TO DTW THROUGH FL180 WE DID NOT GET AN ALTIMETER SETTING FROM ATC. (HE GAVE US THE DSCNT BUT FAILED TO READ OFF THE ALTIMETER SETTING). WE THEN USED THE ALTIMETER OFF THE ATIS WHICH WE THOUGHT WAS 30.58 BECAUSE THE FO WROTE IT DOWN AS .58 ON THE PAPER (IT WAS ACTUALLY 29.58). WE DID GET MANY LEVELOFFS AT DIFFERENT ALTS; BUT NEVER CAUGHT BY THE ATC CTLR. THEN ON APCH; GIVEN 2700 FT UNTIL ESTABLISHED; CLRED ILS RWY 3R AT DTW. WE HAD ON THE AUTOPLT FOR THE ILS. WE RECEIVED A FALSE GS AND THE ACFT STARTED TO DSND AFTER THE GS. IT THEN WENT FULL SCALE TO THE BOTTOM AND WE ALSO GOT A GPWS 'TERRAIN; TERRAIN' WARNING AND WE DID A MISSED APCH TO 3000 FT THEN WE WERE TOLD THAT WE WERE LEVEL AT 2000 FT AND ALTIMETER WAS 29.58. WE CORRECTED AND CAME BACK FOR THE ILS RWY 21R AND LANDED (AS WE WERE ON APCH FOR RWY 3R ATC WAS IN THE PROCESS OF CHANGING RWYS IN USE). WE HAD NO TFC CONFLICTS DURING THE EVENT AND ATC WAS NOT CONCERNED WITH OUR 2000 FT LEVELOFF ON THE MISSED APCH SO NOTHING FURTHER WAS SAID ON THE RADIO TO APCH CTL. BUT WE LEARNED A VALUABLE LESSON AS FAR AS GETTING THE ALTIMETER SETTING CONFIRMED ON DSCNT AND WRITING IT DOWN FULLY FROM ATIS.