A CGA SW3 ON VOR APCH BREAKS OUT OF THE CLOUDS ON FINAL AND HAS A CONFLICT WITH A MIL BE20 ON CONTACT APCH OPPOSITE DIRECTION.

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APCH TOLD US TO LOOK FOR A MIL KING AIR 200 WHICH WAS MAKING A CONTACT APCH. WHEN THE SW3 CLRED THE BROKEN LAYER OF CLOUDS; WE NOTICED THE KING AIR WAS AT OUR 10 O'CLOCK POS COMING TOWARD US. THE KING AIR WAS HIGHER AND NOT IN A POS TO MAKE A LNDG AHEAD OF US. WE TOOK A 30 DEG R TURN TO AVOID AND DSNDED TO MDA 840 FT. WE TOLD TWR THAT THE KING AIR WAS NOT IN A POS TO BE AHEAD OF US. THE KING AIR FOLLOWED US IN FOR LNDG. THE PAX WAS ALARMED BECAUSE HE WAS ABLE TO SEE WHAT HAD HAPPENED. I DON'T THINK THAT IF AN ACFT HAS FILED IFR FLT PLAN AND IS MAKING THE RECOMMENDED IFR APCH TO A RWY AT AN ARPT THAT IS IFR HAS TO LOOK FOR AND AVOID OTHER ACFT THAT WANT TO CUT IN FRONT OF HIM; AND NOT MAKE THE APCH CAUSING A POSSIBLE MIDAIR COLLISION IN BROKEN CLOUDS. EVEN IF THE KING AIR WAS ABLE TO GET IN POS FOR LNDG AHEAD OF OUR SW3; WE WOULD HAVE HAD TO GO MISSED APCH AND DO THE ENTIRE APCH ALL OVER AGAIN. JUST BECAUSE YOU ARE TRAINING DOESN'T MEAN OTHER VISITING ACFT ARE LESS IMPORTANT. THE KING AIR SHOULD HAVE BEEN DENIED HIS CONTACT APCH WHEN HE HAD US IN SIGHT.