A BOEING 727 FLC CLRED THE LNDG RWY ONTO THE ADJACENT ACTIVE RWY AT ORD.

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I WAS THE CAPT; PNF; THE FO WAS PF. ON APCH TO RWY 9R ILS RPTS OF SEVERE TURB N OF ARPT; ICING CONDITIONS; LIGHT SNOW; MIST; WINDS FROM THE N TO 16 KTS. THE RWY WAS WET; ON ROLLOUT THE TWR SAID 'TAKE IT TO THE END.' ACKNOWLEDGMENT WAS MADE. PASSING M-5; M-6 THERE WERE SEVERAL JETS BLOCKING THOSE TURN-OFFS. M-7 WAS OPEN AND AT THE SAME TIME NOTICING AN A300 XING FROM R TO L LOOKED LIKE THE EXIT AREA AT THE END OF THE TWR INSTRUCTED US TO USE. THERE WERE NO LIGHTS VISIBLE; NO LIGHTS ILLUMINATED OR WARNING OF RWY END; THE PAVEMENT CONTINUED TO WHERE THE A300 WAS WHICH WE FOLLOWED AND AFTER EXITING REALIZED IT WAS A RWY. WE HEARD THE TWR INSTRUCT AN ACFT TO GO AROUND; AND WHEN CONTACTING GND CTL; THEY ASKED IF WE WERE ALL RIGHT AND SAID THAT WE HAD EXITED ON ANOTHER RWY. AFTER THE FLT I CALLED THE CTL TWR AND SPOKE WITH THE SUPVR. HE EXPLAINED THE REASON THAT WE WOULD BE FILING A RPT; BECAUSE OF THE GAR INVOLVED. ADMITTED THAT THEY ASSUME THAT WHEN ACFT ARRIVE INTO CHICAGO THAT THEY ARE FAMILIAR WITH THE ARPT. ALSO SAID THAT THEY SHOULD BE MORE SPECIFIC WITH THEIR GND INSTRUCTIONS. I TOLD THE SUPVR THAT WE DID NOT SEE ANY LIGHTS OR WARNING OF RWY END AND DID EXIT AT THE END AS INSTRUCTED. I THEN CALLED MY CHIEF PLT AND EXPLAINED THE SIT. WITH A 16 KT XWIND; ICING CONDITIONS AND A SLIPPERY WET RWY IT TAKES 2 PLTS TO BRING A JET TO A STOP USING A COMBINATION OF TILLER; BRAKING; REVERSE AND FORWARD NOSEWHEEL PRESSURE TO SLOW AN ACFT AND STAY ALIGNED WITH THE CTRLINE. THERE IS LITTLE TIME TO LOOK INSIDE FOR DIAGRAM DETAILS DURING POOR VISIBILITY SITS; SUCH AS DUSK AND PRECIPITATION AS CONDITIONS WERE.