ATCT LCL CTLR AT BIL ISSUES A LNDG SW4 AN UNREASONABLE TURNOFF INSTRUCTION.

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I WAS THE CAPT FLYING AS THE PNF WITH A FAIRLY NEW FO. FOR THE LNDG; MY ATTN WAS INSIDE; READY TO HELP WITH THE LNDG IF NECESSARY. THE AIRPLANE WAS HVY AS WE WERE FULL WITH 19 PAX AND BAGS. LNDG WT WAS 14686 LBS SO OUR LNDG REF SPDS WERE HIGHER THAN WE HAD BEEN FLYING. TWR WAS BUSY WITH LOTS OF ARRS AND DEPS. I SAW 3 WAITING FOR TKOF WHILE WE WERE ON FINAL AND I KNEW OF AT LEAST 2 BEHIND COMING IN TO LAND. THE WIND WAS FROM THE S AT 10-12 KTS. THE FO WAS DOING A GREAT JOB. WE FLOATED A LITTLE; BUT THAT'S NORMAL WITH HIGH REF SPDS. AS THE MAINS TOUCHED; TWR CLRED ANOTHER ACFT INTO POS AND HOLD. WE WERE STILL AT A HIGH SPD AND UNABLE TO PUT THE PLANE INTO REVERSE YET TO HELP STOP. WE WERE SLOWING AT TXWY D BUT TOO FAST TO EXIT. TWR BEGAN TO SAY 'EXIT AT (PAUSE) TXWY E (SOMETHING ELSE BUT I COULDN'T HEAR OVER THE REVERSERS).' WE WERE TOO HVY FOR TXWY E SINCE IT IS CLOSED TO ACFT OVER 14500 LBS. I TOLD TWR WE WERE TOO HVY FOR TXWY E AND (SINCE WE WERE STILL KIND OF FAST) I TOLD TWR WE COULD EXPEDITE TO TXWY F (RATHER THAN GET THE PLANE STOPPED AND DO A 180 DEG TURN TO TXWY D). TWR CLRED US TO TXWY F. IN THE OFFICE I GOT A CALL FROM THE TWR MGR TELLING ME A LEAR HAD TO GO AROUND. (HE SOUNDED VERY STEAMED UP AND TEMPERED.) HE ASKED WHY WE DIDN'T EXIT AT TXWY E. I EXPLAINED TO HIM WHY. THEN HE ASKED WHY WE DIDN'T EXIT AT TXWY D. I EXPLAINED WE WERE BARELY TOUCHED DOWN AT TXWY C. HE SAID HE MEANT TXWY D. I TOLD HIM TWR NEVER MENTIONED TXWY D. (AT THIS POINT OUR CONVERSATION HADN'T GONE TOO WELL; HE BEING QUITE UPSET AND ME BEING DEFENSIVE. HE PROBABLY WANTED TO KNOW WHY WE DIDN'T DO A 180 DEG TURN.) HIS LAST WORDS TO ME WERE 'I WON'T PLAY THE TAPES BACK.'