CPR FLC FLEW FULL NDB APCH AFTER APPARENT MISCOM BTWN RPTR AND CTLR WHETHER VECTOR WAS TO THE FINAL APCH COURSE OR FOR A FULL NDB APCH.

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WE HAD ARRIVED IN HOU AREA AND WERE BEING VECTORED TO AAP ARPT; AND ADVISED TO EXPECT NDB RWY 16 APCH. NO WX RPTING ON FIELD SO WE USED SEVERAL LCL FIELD ATIS; DETERMINED CEILING AVERAGE ABOVE 1000 FT AGL AND VISIBILITY 10+ MI. LAST ATC CLRNC RECEIVED WAS TO TURN R HDG 140 DEGS AND CLRED FOR NDB RWY 16 AAP ARPT. CHANGE TO LCL FREQ APPROVED WITH NOTICE TO CANCEL IN AIR OR ON GND. FLEW TO NDB; EXECUTED ENTIRE APCH. CANCELED IFR UPON BREAKOUT AT 1100 FT MSL AND ARPT 2 MI IN SIGHT; CIRCLED TO LAND TO N AND TAXIED IN. LINE CREW GAVE US PHONE NUMBER FOR TRACON WHO HAD CALLED REQUESTING A PHONE CALL FROM US. THE CTLR WAS VECTORING US TO INTERCEPT FINAL APCH COURSE AND DID NOT ANTICIPATE OUR ENTIRE PROC AND HAD TO CLR OUT SOME OTHER TFC. WE NEVER UNDERSTOOD WE WERE BEING VECTORED TO FINAL APCH COURSE OR WE WOULD HAVE COMPLIED. I WAS; LOOKING BACK; CONCERNED ABOUT HAVING ENOUGH CEILING TO CIRCLE AND MAY HAVE MISUNDERSTOOD ATC; OR HE MAY NOT HAVE BEEN CLR AS TO HIS INTENTIONS; HOWEVER; COMMON SENSE LEADS ME TO BELIEVE I SHOULD HAVE ANTICIPATED WHAT WAS HAPPENING GIVEN OUR VECTORS AND POS RELATIVE TO THE FIELD. IN THE FUTURE I WILL REMEMBER THIS EVENT. BY THE WAY; THIS WAS FIRST NDB; OUTSIDE OF TRAINING IN YRS.