WHILE MAKING A PRACTICE LOC APCH INTO PAE; THE CFII PLT AND STUDENT UNDERSTOOD THE TWR CTLR'S MISSED APCH INSTRUCTION TO BE THE SAME AS THE ONE ISSUED BY APCH CTL.

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WHILE BEING VECTORED TO THE FINAL APCH COURSE DURING THIS SECOND LOC APCH; ZSE HAD GIVEN US MISSED APCH INSTRUCTIONS TO TURN R TO HDG 250 DEGS AND CLB TO 2000 FT. AS INSTRUCTED BY ZSE; WE SWITCHED COMS TO PAINE TWR ONCE XING THE RITTS IAF. AFTER ESTABLISHING COMS WITH PAINE TWR AT RITTS; WE WERE INSTRUCTED TO PROCEED INBOUND ON THE APCH AND RPT ONCE WE CROSSED THE SHORELINE (THIS IS A TYPICAL SCENARIO WHEN SHOOTING APCHS TO THIS RWY AT PAE IN VFR CONDITIONS). WE RPTED XING THE SHORELINE AND WERE TOLD TO CONTINUE OUR APCH AND EXECUTE OUR MISSED APCH PRIOR TO REACHING THE N END OF THE RWY SINCE VFR TFC WAS OPERATING ON THE OPPOSITE RWY (RWY 34L). THE TWR ALSO CALLED OUT VFR TFC ON L BASE FOR LNDG ON RWY 34L (WE HAD THIS TFC IN SIGHT). THE TWR WAS ALSO TALKING TO VFR TFC THAT WAS ENTERING THE L DOWNWIND FOR RWY 34L OVER MUKILTEO (WHICH IS APPROX 1.5 MI NNW OF THE N END OF THE RWY WE WERE APCHING). WE DSNDED TO OUR FINAL ALT OF 1000 FT MSL (MDA OF 980 FT PLUS A SAFETY FACTOR OF 20 FT). SLIGHTLY PRIOR (5-10 SECONDS) TO THE POINT AT WHICH THE TWR PREVIOUSLY TOLD US TO EXECUTE OUR MISSED APCH; THE TWR CALLED AND ASKED US TO EXECUTE OUR MISSED SINCE THE TFC THAT WAS PREVIOUSLY ON L BASE FOR RWY 34L WAS NOW ON SHORT FINAL AND LNDG. WE EXECUTED OUR MISSED APCH PROC (TURN R TO 250 DEGS AND CLB TO 2000 FT). I HAD BEEN CLOSELY MONITORING THE TWR'S RADIO CALLS TO OTHER ACFT IN THE VICINITY; AND KNEW THAT OUR MISSED APCH INSTRUCTIONS TO TURN R TO 250 DEGS WOULD TURN US TOWARD THE OTHER VFR TFC THAT WAS SUPPOSEDLY ENTERING THE DOWNWIND SOMEWHERE MUKILTEO. AS WE EXECUTED OUR R TURN FROM THE FINAL APCH COURSE OF 159 DEGS; I CONTINUED LOOKING FOR THIS DOWNWIND TFC. AFTER APPROX 8 SECONDS; I SAW THE OTHER SINGLE ENG FIXED WING ACFT THAT APPEARED TO NOW BE ESTABLISHED IN THE L DOWNWIND FOR RWY 34L. I CALLED THE TWR AND MADE REF TO THIS TFC. THE TWR IMMEDIATELY CALLED BACK AND TOLD US THAT WE WERE NOT SUPPOSED TO HAVE TURNED R AND MADE REF TO SOMETHING ABOUT REMAINING BTWN THE PARALLELS (THERE IS A SMALLER PARALLEL RWY AT THIS ARPT THAT LIES JUST TO THE E OF RWY 34L/16R). I REPLIED TO THE CTLR THAT WE EXECUTED THE EXACT MISSED APCH INSTRUCTIONS WE WERE GIVEN (A PORTION OF MY XMISSION WAS BLOCKED DUE TO THE NUMEROUS TFC THE TWR WAS TALKING TO ON BOTH RWYS). THE TWR GENERALLY HAD US CONTINUE WITH OUR TURN TO 250 DEGS AND AVOID THE OTHER DOWNWIND TFC. THERE WAS NO NEED FOR ACCELERATED EVASIVE ACTION TO AVOID THE DOWNWIND VFR ACFT AND THERE WAS NO NEAR MISS. THE OTHER ACFT CAME NO CLOSER THAN APPROX 1/3 - 1/2 MI. BUT HAD WE NOT BEEN VERY AWARE OF THE SIT AND HAD WE ONLY LISTENED TO WHAT THE TWR CTLR TOLD US (IE; NOT MONITORED TWR CALLS TO OTHER ACFT IN THE AREA); THE PROX OF THE OTHER WOULD HAVE LIKELY BEEN MUCH CLOSER; SINCE WE WERE ON CONVERGING HDGS. THE REF THE TWR CTLR MADE THAT WE WERE SUPPOSED TO REMAIN BTWN THE PARALLELS; I BELIEVE; WAS THAT THE TWR CTLR HAD INTENDED ON TELLING US TO DO PRIOR TO EXECUTING OUR MISSED APCH INSTRUCTIONS OF 250 DEGS AND 2000 FT. THIS SLIGHTLY AMENDED MISSED APCH INSTRUCTION; ISSUED BY A TWR CTLR; IS COMMON PLACE AT THIS ARPT ON THIS APCH WHEN THERE IS VFR TFC IN THE DOWNWIND TO THE W. THE STRANGE THING HERE WAS THAT THE TWR CTLR NEVER GAVE THIS INSTRUCTION. I BELIEVE THAT A SIGNIFICANT FACTOR THAT LED TO THIS SIT WAS THE FACT THAT THE TWR CTLR WAS CTLING BOTH RWYS ON 2 DIFFERENT FREQS. THERE WAS A FAIR AMOUNT OF TFC USING BOTH RWYS AND AT LEAST 1 OTHER IFR TFC DOING APCHS; BESIDES US. DURING OUR FIRST UNEVENTFUL APCH; I HAD NOTICED THAT COMS WITH THE TWR WERE A BIT CONFUSED SINCE THE TWR CTLR WAS WORKING 2 RWYS (THIS IS NOT USUALLY THE CASE AT PAE FIELD). DURING THAT FIRST APCH I HEARD AT LEAST 1 CONFUSED RADIO COMS BTWN A VFR ACFT AND THE CTLR; WHERE THE CTLR MENTIONED THAT SHE WAS WORKING 2 RWY FREQS. DURING OUR SECOND APCH; WHEN THE SIT OCCURRED; THERE WERE NUMEROUS ACFT IN THE AIRSPACE AROUND BOTH RWYS (IE; THINGS WERE BUSY). I BELIEVE THAT IN THE CONFUSION; THE TWR CTLR HAD THOUGHT SHE HAD TOLD US TO FLY STRAIGHT OUT BTWN THE PARALLELS AND SHE WOULD INSTRUCT US WHEN TO EXECUTE OUR R TURN; BUT SHE NEVER ACTUALLY GOT THE CALL OUT TO US; DUE TO A HVY WORKLOAD. HOW CAN THIS SIT BE PREVENTED IN THE FUTURE? WITH THE VOLUME OF TFC USING BOTH RWYS; THE CTLR SHOULD NOT HAVE BEEN WORKING BOTH RWYS ON DIFFERENT FREQS; THE CONFUSION WAS APPARENT. THIS IS FINE WHEN THERE IS MINIMAL TFC BUT NOT WHEN MULTIPLE ACFT ARE INVOLVED; ESPECIALLY WHEN SOME ARE IFR AND SOME ARE VFR. ALSO; PLTS SHOULD ALWAYS REMAIN ALERT TO WHAT IS GOING ON AROUND THEM AND NOT JUT WHAT IS GOING ON IN THEIR ACFT. SITUATIONAL AWARENESS WHEN IN THE VICINITY OF OTHER ACFT SHOULD BE A VERY HIGH PRIORITY FOR THE PIC.