B737-800 FLC REFUSED TO TURN DURING VECTOR TO THE LOC DUE TO KNOWN HIGH RISING MOUNTAINOUS TERRAIN.

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FLT; ABC; FROM GUAM TO MANILA; BOEING 737-800. AT APPROX XA00 LCL; FO FLYING CAPT OBTAINED ATIS WHICH STATED IN REMARKS 'ATC TRAINING IN EFFECT.' ATC CLRED US FROM 10000 FT TO 2500 FT ON HDG TO INTERCEPT LOC FOR RWY 24; ILS/DME RWY 24 APCH. WE LEVELED OFF AT 2500 FT; WHICH IS ALT CAPT ALSO READ BACK TO ATC IN WHICH ATC REPLIED 'AFFIRMATIVE.' WE WERE NOT GIVEN CLRNC TO INTERCEPT LOC AND CROSSED LOC AT APPROX 20 DME; APPROX HDG 270 DEGS. AFTER XING LOC; ATC GAVE INSTRUCTIONS TO TURN R HDG 080 DEGS. THIS HDG WOULD HAVE US HEADING TOWARD RISING TERRAIN (MOUNTAINOUS) OF 7500 FT TOPS APPROX 2 MI. WE DID NOT TURN AND ASKED IF IT WOULD BE TIGHT TURN AROUND TO INTERCEPT LOC. ATC REPLIED AGAIN 'R TURN 080 DEGS.' WE REPLIED 'UNABLE TO COMPLY DUE TO RISING TERRAIN TO OUR R AND IN FRONT OF US.' WE STARTED TO INITIATE L TURN TO CLR TERRAIN (WE DID NOT RECEIVE ANY TERRAIN WARNING; BUT WERE INDICATING YELLOW FOR RISING TERRAIN). ATC ASKED IF WE WERE LEVEL AT 3500 FT. WE REPLIED LEVEL AT 2500 FT ASSIGNED. ATC SEEMED CONFUSED AT ALT AND ASKED IF WE HAD THE ARPT IN SIGHT. IN L TURN WE OBTAINED VISUAL OF ARPT AND WERE CLRED FOR VISUAL RWY 24. NO FURTHER OCCURRENCE.