B737. AFTER LNDG; A CREW IS TOLD TO EXIT RWY AT A TXWY ONLY 4000 FT AHEAD; OR EXPEDITE ACROSS RWY 4.

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I WAS CAPT AND PF ON A SCHEDULED ACR FLT FROM CLEVELAND; OH; TO BALTIMORE; MD. APCH VECTORED US TO AN ILS/VISUAL TO RWY 10. APCH THEN INFORMED US THAT RWY 10 WAS GOING TO BE CLOSED; AND THEN VECTORED US TO ILS RWY 15R AND INFORMED US THAT A BARON WOULD BE PARALLEL TFC TO RWY 15L. I ALSO HEARD OTHER TFC BEING VECTORED TO RWY 4. AS I WAS TOUCHING DOWN AND ROLLING OUT; TWR INFORMED US TO MAKE OUR TURNOFF AT TXWY E (THE LAST TURNOFF PRIOR TO RWY 4 INTXN); OR TO EXPEDITE THROUGH RWY 4; BUT NOT TO TURN OFF ONTO RWY 4. THEN IT OCCURRED TO ME 'THIS WAS A LAHSO' AND I HAD SERIOUS REASON TO BELIEVE THAT WE MIGHT HIT THE OTHER ACFT (A GA TYPE). I APPLIED HVY BRAKING (WHICH DISENGAGED THE AUTOBRAKES; THAT I HAD SELECTED TO #2; OUT OF 1; 2; 3; OR MAX). I MADE THE TURNOFF AT TXWY E. I TAXIED IN AND AFTER PARKING AT THE GATE; I ASKED GND CTL FOR THE TELEPHONE NUMBER TO THE TWR AND I CALLED FROM THE JETWAY. I DID NOT SPEAK TO THE ACTUAL CTLR. I TOLD THE TWR PERSON WHAT HAD TRANSPIRED AND I DIDN'T LIKE IT. MAINLY BECAUSE 1) THIS WAS A LAHSO AND I WASN'T TOLD. 2) I WAS FLYING A B737-700 WHICH WAS JUST GETTING LAHSO APPROVAL. 3) I DID NOT HAVE THE MISSED APCH INSTRUCTIONS FOR THE RWY 15R WITH LAHSO FOR RWY 4. 4) I DID NOT KNOW IF I HAD THE COMPANY REQUIRED MINIMUM DISTANCE FOR LAHSO (6100 FT). 5) IF I HAD BEEN TOLD THAT THIS WAS A LAHSO I WOULD HAVE DENIED IT! IN MY OPINION; LAHSO IS USED FOR INCREASING OPS ONLY AND IS A LOSE/LOSE SIT FOR THE PLT. I CONSIDER THIS A SERIOUS ERROR AND I HAVE NO RECOURSE. ALSO 6) THE B737-700 IS HEAVIER THAN THE B737-300 (EVEN THOUGH SEATING CAPACITY IS THE SAME) AND ROLLOUTS ARE LONGER.