INSTRUCTIONAL FLT IN S340 INADVERTENTLY PENETRATES FLOOR OF ZHU AIRSPACE ON VFR GAR AT CLL.

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FO WAS FLYING THE ACFT. I WAS GIVING IOE INSTRUCTION TO HIM AS A NEW LINE PLT IN THE SAAB 340. DURING OUR DSCNT; HE BEGAN TO BRIEF THE APCH; AND REALIZED HE DID NOT HAVE APCH PLATES FOR CLL. I GAVE HIM MY APCH PLATES SO HE COULD REVIEW THEM. THE CTL TWR WAS CLOSED FOR THE NIGHT AND WE ANTICIPATED WE WOULD BE ABLE TO FLY A VISUAL APCH. HE BRIEFED IT AS A VISUAL APCH; BACKED UP BY THE ILS TO RWY 34. WE TUNED IN THE LOC FREQ. COMING FROM DFW (THE N); WE WOULD CROSS THE CLL VOR; WHICH MADE FOR A VERY NICE DOWNWIND LEG FOR OUR APCH TO RWY 34. APPROX 10 MI OUT; WE TOLD ZHU WE HAD THE ARPT IN SIGHT AND WERE CLRED FOR A VISUAL APCH TO RWY 34. AS WE CROSSED ABEAM THE ARPT AND BEGAN OUR DSCNT INTO THE TFC PATTERN FOR LNDG; WE NOTICED RWY LIGHTS ON. AS WE TURNED TOWARD THE ARPT; WE BOTH SAW THE ARPT ENVIRONMENT; INCLUDING TAXI LIGHTS; BUT WERE UNABLE TO ESTABLISH CONTACT WITH THE RWY 34. I DID NOT HAVE MY APCH PLATES IN FRONT OF ME AND THE NOTATION IS CLRLY THERE THAT THE LIGHTS ARE PLT ACTIVATED WHEN THE TWR CLOSES. WE INITIATED A GAR; FO STILL FLYING; AND AT A SAFE ALT I ASKED FOR MY APCH PLATES BACK. UPON SEEING THE LIGHTING NOTATION; I FELT THAT THE LIGHTS HAD PROBABLY GONE OUT -- WE HAD FAILED TO REACTIVE THEM; THE TIMER HAD TURNED THEM OUT. WE CLICKED THEM UP; BUT DURING THE CLBOUT WE CLBED UP TO MISSED APCH ALT OF 2500 FT MSL; INTO CTR'S AIRSPACE AND HAD NOT CONTACTED THEM. WE RETURNED TO THE ARPT; LANDED AND CONTACTED CTR TO CANCEL IFR AND HE ADVISED US THAT WE HAD CLBED TO AN INAPPROPRIATE ALT; BUT ACCEPTED OUR CANCELLATION WITHOUT FURTHER ADMONISHMENT. I SHOULD HAVE ALLOWED MY FO TO BORROW THE PLATES; BUT INSISTED ON GETTING THEM BACK PRIOR TO APCH. I WOULD HAVE NOTICED THE LIGHTING ACTIVATION NOTATION AND ACTIVATED THEM -- A BASIC NIGHT IFR RULE TO ALWAYS ACTIVATE THE LIGHTING IN A SIT LIKE THIS UPON COMMENCING ANY APCH. DURING THE GAR; I WAS DISTR BY ASSISTING THE FO IN FLYING THE GAR AND DID NOT CONTACT CTR. ALTHOUGH NO CONFLICT WITH OTHER TFC OCCURRED; AND IT WAS IN VISUAL CONDITIONS; IN OTHER SITS A POTENTIAL FOR CONFLICT COULD HAVE OCCURRED. IN THE FUTURE I WILL ENDEAVOR TO ASSURE THAT THE FO HAS THEIR APCH CHARTS FOR THE ARPT WE ARE FLYING TO -- ESPECIALLY WHEN IT IS A NEW FO AND I AM GIVING IOE TO HIM. AND; AFTER FLYING THE AIRPLANE FIRST DURING A GAR OR OTHER PROC; BE SURE TO CONTACT THE ATC FACILITY AS WORKLOAD COMMANDS.