MLG ACR ON ILS APCH TO RWY 11 RECEIVES A EGPWS ALERT WHILE DSNDING TO 6000 FT AND EXECUTES AN ESCAPE MANEUVER.

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WE WERE ON THE INTERCEPT HDG FOR ILS RWY 11L TUS JUST ABOUT TO INTERCEPT FINAL. WE GOT A 'TERRAIN; PULL UP!' WARNING AND INITIATED A PULL-UP. WE DID HAVE TFC ON TCASII ABOUT 1-2 MI L OF US AT 7200 FT. I ADVISED ATC OF THE CLB FOR TERRAIN. HE SAID 'MAINTAIN 6000 FT FOR TFC.' AT THIS POINT; WE WERE ALREADY CORRECTING BACK TO 6000 FT. WE HAD CLBED TO ABOUT 7000 FT. I WAS WATCHING THE TFC -- THE SYMBOL NEVER TURNED YELLOW AND WE LEVELED AT 6000 FT BY WASON INTXN. ATC SAID 'I WAS AFRAID THAT WOULD HAPPEN -- YOU GUYS GET THAT TERRAIN WARNING THERE AND I HAD TFC ABOVE YOU. SOMETHING NEEDS TO BE DONE.' I REPLIED THAT WE HAVE TO FOLLOW TERRAIN WARNINGS WHEN IT'S IMC AND NIGHT AND CAN'T VISUALLY VERIFY THE TERRAIN. HE SAID 'YES; BUT I DON'T WANT YOU CLBING INTO MY CESSNA.' WE HAD NOT EXPERIENCED THIS TERRAIN WARNING AT THIS POINT BEFORE AND WERE NOT AWARE OF THE FALSE WARNINGS THERE. SINCE HE WAS FAMILIAR WITH THE PROB; IT WOULD HAVE BEEN GOOD TO LET US KNOW AND BE SURE CESSNA WASN'T SO CLOSE. WE KNEW THAT 6000 FT WOULD CLR TERRAIN AFTER WASON INTXN BUT SINCE WE COULDN'T SEE IT WITH RAIN AND TURB; WE HAD TO FOLLOW THE WARNING. PERHAPS THE EGPWS IS TOO SENSITIVE ON THIS PARTICULAR APCH AS WE WERE NOT DSNDING BUT LEVEL AT 6000 FT. HIGHEST PEAK IS AT 4687 FT.