BEECH B60 PLT DID NOT FOLLOW SID DEP CLRNC COURSE AFTER BEING GIVEN A NEW HEADING AND ALT LIMIT RESULTING IN ATC MINIMUM SAFE ALT WARNING AND AN IMMEDIATE TURN AND CLB TO COURSE INTERCEPTION.

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I DEPARTED ASE APPROX XA15Z ON AN IFR FLT PLAN FROM ASE TO BZN USING AN LINDZ FOUR DEP. PRIOR TO CLBING TO 8700 FT AS REQUIRED BY THE DEP I WAS INSTRUCTED TO START MAKING A L TURN TO 270 DEGS AND TO CLB TO 19000 FT AND TO VISUALLY PASS BEHIND AND ABOVE A LEARJET ON FINAL TO THE ARPT. WHILE CLBING I WAS THEN INSTRUCTED TO LEVELOFF AT 13000 FT. UP TO ABOUT 12000 FT I WAS IN VFR CONDITIONS AND COULD VISUALLY SEE THE MOUNTAIN TOPS STRAIGHT AHEAD OF ME AND ABOUT 15 MI AHEAD. AT THIS TIME THE MISTAKE I NOW SEE I MADE WAS I HAD ASSUMED SINCE DEP HAD CHANGED THE DESCRIPTION OF THE LINDZ FOUR DEP BY HAVING ME MAKE AN EARLY TURN TO 270 DEGS AND TO ALSO LEVELOFF AT 13000 FT INSTEAD OF CLBING TO 16000 FT AS CALLED FOR IN THE DEP THAT I WAS UNDER THEIR FULL CTL. I EXPECTED THE NEXT INSTRUCTION OF HEADING OR CLB TO ALT TO COME FROM THEM. THE NEXT THING I KNEW I WAS INFORMED THAT I WAS TOO LOW FOR THE AREA I WAS IN; THAT THEY HAD A RED ALERT; AND THEY INSTRUCTED ME TO MAKE A R TURN AND TO CLB. I WAS NOT INFORMED HOW SHARP OR HOW FAST A CLB TO MAKE. I MADE A R TURN AND QUICKLY INTERCEPTED THE 300 DEG RADIAL FROM PKN. I INFORMED DEP I HAD INTERCEPTED THE 300 DEG RADIAL. I WAS INSTRUCTED TO CLB TO 19000 FT ON IT. FROM THERE I CLBED OUT TO 19000 FT ON THE 300 DEG RADIAL AND WAS GIVEN INSTRUCTIONS TO FLY DIRECTLY TO EKR AND THEN DIRECT TO BZN. BEFORE I ARRIVED AT EKR I WAS GIVEN A CHANGED INSTRUCTION TO FLY DIRECT TO BZN. FROM THEN THE FLT WENT PER FLT PLAN. IN THE FUTURE; IN ORDER TO PREVENT SOMETHING LIKE THIS FROM HAPPENING; BESIDES REPEATING ALL INSTRUCTIONS BACK WHICH I ALWAYS TRY TO DO; I WILL ALSO ASK; IF THERE IS ANY POSSIBILITY FOR DOUBT; IF I SHOULD FOLLOW THE PUBLISHED INSTRUCTIONS AFTER I COMPLETE THE DEV GIVEN ME. ALSO IF DEP WOULD HAVE SIMPLY SAID FOR EXAMPLE 'CLB TO 13000 FT AND PROCEED PER LINDZ FOUR DEP; EXPECT CHANGE IN ALT TO (X) ALT WITHIN (X) MINS.' IT WOULD HAVE BEEN MUCH SIMPLER AND WOULD HAVE PREVENTED THIS INADVERTENT INCIDENT AND POSSIBILITY FOR CONFUSION.