PLT OF A CESSNA 414A FOLLOWED THE ARPT SID DEP PROC AFTER TKOF INSTEAD OF THE ROUTING GIVEN BY ATC. RPTR WAS CLRED AS FILED; WHICH DID NOT INCLUDE THE SID.

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THIS WAS THE SECOND TIME INTO BLF; WHEN THE OCCURRENCE HAPPENED. THE PREVIOUS TIME I WAS CLRED TO FDY VIA THE ONLY SID PUBLISHED FOR BLF. WHEN I CALLED FOR CLRNC ON MAR/THU/97; I WAS EXPECTING TO RECEIVE THE SAME SID. I READ BACK THE CLRNC WHICH STATED I WAS CLRED AS FILED (I DID NOT FILE THE SID) TO CLB AND MAINTAIN 6000 FT AND WAS RELEASED OFF RWY 23. I THEN READ OVER THE SID AND THEN STARTED THE FLT. I FLEW THE PUBLISHED SID AND WHEN I WAS ABOUT 4 MI NE OF THE ARPT I REQUESTED DIRECT FDY. THE CTLR ASKED WHERE I WAS FLYING NOW. I REPLIED THE SID. THE CTLR THEN CLRED ME DIRECT TO FDY. I THEN REALIZED I WAS NOT TO BE FLYING THE SID. I NEVER RECEIVED A CLRNC TO DO SO. I WAS TO BE FLYING THE RWY 23 TKOF PROC THEN DIRECT FDY. I THINK WHAT LED UP TO THE MISHAP WAS THAT ON THE WAY INTO BLF; THE WINDS AND MOUNTAIN WAVES WERE VERY STRONG. WE WENT AROUND THE FIRST ATTEMPT; AND THEN MADE IT THE SECOND TIME. I WAS WORRIED ABOUT WHAT TURB WE MIGHT ENCOUNTER AFTER TKOF. THERE WERE NOT ANY OTHER ACFT IN THE VICINITY OF THE ARPT OR IN THE AIRSPACE CLOSE TO ME.