PLT ON DME LOC APCH TO HWD BECOMES CONFUSED ABOUT THE APCH AND INSTRUCTIONS AND BREAKS OFF VFR.

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I CALLED FLT SVC AND THEY RPTED VFR TO HAYWARD. DURING THE FLT I EXPERIENCED GOOD WX AND CONTACTED BAY APCH AS SOON AS I COULD REACH THEM ABOUT 40 MI OUT OF HAYWARD. THEY STAYED WITH ME AWHILE AND THEN ASKED ME TO SQUAWK XXXX. SHORTLY AFTER THAT I NOTICED THAT WX WAS DROPPING QUICKLY. I RECONTACTED APCH AND REQUESTED A CLRNC THROUGH THE LAYER OF CLOUDS THAT WAS RAPIDLY DEVELOPING. AS THEY VECTORED ME AROUND VFR I NOTICED MANY HILLS AND ANTENNAS STICKING UP THROUGH THE CLOUD LAYER. THE CTLR VECTORED ME ON TO THE FINAL APCH COURSE FOR THE LOC DME RWY 28L AT HAYWARD. I CONTACTED TWR AND WAS CLRED TO LAND. I HAD THE DME FIX BUT NO MARKER BEACON. THERE WAS A THIN LAYER OF CLOUDS WITH HOLES AT THIS TIME. I TRIED TO ASSESS THE PROB STAYING VFR AND TOLD THE TWR I DID NOT HAVE THE MARKER. IN A VERY URGENT TONE HE TOLD ME I WAS ENTERING OAKLAND'S AIRSPACE. I TOOK THAT TO MEAN; DON'T DO THAT; AND TURNED L VFR TO AVOID THE AIRSPACE. HE THEN HANDED ME BACK TO THE CTLR WHO GAVE ME A 90 DEG HDG OUT OF THE AREA AND CONFIRMED WE HAD VISUAL SEPARATION BTWN OTHER ACFT.