MD80 CREW INBOUND TO DFW WERE GIVEN A RWY ILS CHANGE AT THE LAST MIN AT 2000 FT. UNABLE TO IDENT ARPT; THEY START A MISSED APCH THEN SPOT THE RWY AND LAND.

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THE FLT FROM SAT TO DFW IS NORMALLY 45 MINS; AND SO ONE FEELS RATHER ANXIOUS IN THE UP AND DOWN HVY WORKLOAD ARENA. WE WERE CLRED GLEN ROSE AND THE JEN.6 ARR TO DFW. I (THE FO) WAS PF. I ASSUMED WE WOULD BE LNDG RWY 36L. JUST BEFORE WE GOT TO GLEN ROSE VOR; WE WERE CLRED DIRECT KNEAD INTXN; THEN THE JUMBO.2 ARR AND TO KEEP OUR SPD UP TO 300 KTS OR BETTER. THE CAPT WAS LOADING IN KNEAD IN THE GFMS BOX AND I WAS TRYING TO LOCATE THE NEW ARR CHART. ATC GAVE US KNEAD AT 11000 FT AND BARGO AT 250 KTS. SINCE THE ARR CHANGED; WE ASSUMED WE WERE BEING SET UP TO LAND ON RWY 35C. I LOCATED MY RWY 35C APCH PLATE IN MY CHARTS AND LEFT IT OPEN ON MY SIDE TRAY. APCH BEGAN VECTORING US STATING 'HURRY YOUR DSCNT TO 5000 FT AND SLOW TO 190 KTS.' IT WAS JUST DUSK; SO SOME OF THE ARPT LIGHTS WERE ON; SOME OF THE VEHICLE LIGHTS WERE ON; BUT IT WASN'T EASY TO MAKE OUT THE ARPT ENVIRONMENT. WE WERE GIVEN 2 MORE ALT CHANGES WITH 'HURRY FOR XING TFC' REQUESTS TO 4000 FT. JUST BEFORE LEVELING TO 3000 FT; I WAS TRYING TO BRIEF THE NEW APCH PLATE AND SET UP ALTIMETER BUGS ACCORDINGLY. IT WAS THEN THEY TOLD US; 'CLRED TO INTERCEPT RWY 36L LOC.' WE SCRAMBLED; GOT THE RWY 36L APCH PLATE BACK OUT; RESET THE RWY BUGS; AND APCH ASKED IF WE HAD THE ARPT OR TFC. THE CAPT CALLED THE ARPT IN SIGHT; AND APCH CLRED US VISUAL RWY 36L AND HANDED US TO TWR. I SWITCHED FROM MAP MODE TO ARC MODE ON MY EFIS DISPLAY; CHANGED MY RANGE; AND SAW THE LOC NEEDLE CTRED. I LOOKED DOWN TO MY APCH PLATE TO IDENT THE LOC MORSE CODE. I LOOKED OUTSIDE; SAW THE RWY LIGHTS AT 12 O'CLOCK POS; THE VASI LIGHTS; A N/S ROAD RUNNING JUST E OF THE RWY; 2 DARK AREAS RUNNING PARALLEL TO THE ROAD AND RWY I WAS LINED UP FOR; AND ASSUMED I WAS APCHING THE DFW ARPT COMPLEX. I THOUGHT THAT SINCE IT WAS DUSK; THAT THE LIGHTING WASN'T TURNED UP ALL THE WAY YET ON THE HORSESHOES AT THE TERMINAL WAS WHY I COULDN'T MAKE THEM OUT CLRLY. WHEN THE VASI LIGHTS SHOWED US APCHING GLIDE PATH; I NOTICED THE GS NEEDLE WAS STILL PEGGED TO THE TOP. WHEN THE VASI SHOWED US ON PATH; I ASKED FOR GEAR DOWN AND FLAPS 23 DEGS. AS WE STARTED DSNDING; I COMMENTED SOMETHING DOESN'T SEEM RIGHT WITH THE GS. THE CAPT REMEMBERED SOMETHING ABOUT THE APCH WAS DIFFERENT AS NOTED IN THE PAPERWORK AND SAID IT MUST BE THE GS OTS. I SWITCHED OFF MY FLT DIRECTOR SO I WOULDN'T GET CONFLICTING INFO AND PROCEEDED. SOMEWHERE AROUND 2000 FT; BOTH OF US REALIZED THIS WASN'T A DFW RWY AND I SAID TO THE CAPT 'LET'S GO AROUND.' THE CAPT TOLD TWR WE WERE GOING AROUND. WE ADDED PWR AND RETURNED TO 3000 FT; STILL ON THE LOC; AND IMMEDIATELY HAD THE REAL DFW IN SIGHT. THE CAPT ASKED FOR RWY 36R; WHICH WE WERE GIVEN AND WE LANDED RWY 36R DFW.