PA28 PLT ENTERS CDW CLASS D AIRSPACE WITHOUT FIRST ESTABLISHING COMS AS REQUIRED BY FAR.

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I WAS RETURNING TO CDW AND WAS GETTING 'FLT FOLLOWING' RADAR ADVISORIES AS I CROSSED THE HUDSON RIVER W BOUND; I HAD JUST DSNDED THROUGH THE 'B' AIRSPACE FROM CMK TO PNJ. IT WAS A BUSY AFTERNOON. N90 APCH WAS WORKING AT LEAST 3 OTHER VFR ACFT INBOUND TO CDW. I WAS IN CONSTANT COM WITH THE CTLR; WHO WAS CALLING OUT TFC TO EACH OF US AND THEN INSTRUCTING EACH OF US; IN TURN; TO 'SQUAWK VFR' AND 'CONTACT THE TWR.' I WAS 'HANDED OFF' TO THE TWR IN TURN. I NOTICED THAT I WAS WITHIN THE CDW 'D' AIRSPACE WHEN NY APCH TOLD ME TO CALL THE TWR. TWR FREQ WAS BUSY (THEY WERE CHANGING THE ACTIVE RWY). AS I ATTEMPTED TO ESTABLISH COM WITH THE TWR; I REALIZED THAT I WAS UNABLE TO DEPART THE 'D' AIRSPACE WITHOUT CREATING A POTENTIALLY DANGEROUS CONFLICT WITH OTHER TFC. I CONTINUED DOWNWIND. WHEN I EVENTUALLY GOT THE TWR'S ATTN; THEY ASKED WHAT I WAS DOING IN THEIR AIRSPACE WITHOUT TALKING TO THEM FIRST! I EXPLAINED THAT N90 APCH HAD TURNED ME OVER TO THEM. THEY SAID THAT I COULD NOT CONTINUE ON THE DOWNWIND AS IT INTERFERED WITH THE FLOW. THEY GAVE ME DIRECTION TO RE-ENTER THE PATTERN AND CLRED ME TO LAND. ONCE ON THE GND; THEY CALLED ME AND ASKED WHAT FACILITY I WAS SPEAKING TO PRIOR TO ENTERING THE CLASS 'D;' AND SAID THEY HAD NOT BEEN INFORMED THAT I WAS COMING. THEY THEN SAID THAT I WAS RESPONSIBLE FOR TERMINATING MY 'RADAR ADVISORY' STATUS WITH APCH AND CALLING THE TWR MYSELF (AS PER THE FAR'S).