A SAC ATCT LCL CTLR ARBITRARILY CANCELS THE IFR CLRNC OF A PA28 PLT ON A TRAINING FLT TO SAC ARPT.

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AFTER SHOOTING THE ILS RWY 2 APCH INTO SACRAMENTO EXECUTIVE; WE WERE CLRED TO CIRCLE-TO-LAND ON RWY 30. THE APCH HAD BEEN DONE UNDER PARTIAL PANEL; SO MY HEADING INDICATOR WAS COVERED UP. AT MINIMUMS I LOOKED UP AND BEGAN THE CIRCLE-TO-LAND MANEUVER. I TOOK A SHORT (VERY SHORT) GLANCE AT MY ARPT DIAGRAM AND IDENTED THE RWY THAT I THOUGHT WAS RWY 30. WE WERE NOTIFIED OF A HELI AT OUR 1 O'CLOCK POS; CIRCLING A COUPLE HUNDRED FT LOWER. WE RPTED THE HELI IN SIGHT. THEN WE FLEW THROUGH FINAL OF THE RWY I THOUGHT WAS RWY 30. WE WERE THEN CLRED TO ENTER L BASE FOR RWY 30. DUE TO RADIO CONGESTION I WASN'T ABLE TO CLARIFY WHY WE WERE CLRED TO ENTER L BASE FOR A RWY NOW BEHIND US. I INITIATED A TURN TO MY L BASE AWAY FROM THE HELI AND BACK TOWARDS THE RWY WITH THE INTENT OF QUERYING TWR AS TO WHAT I WAS EXACTLY SUPPOSED TO BE DOING. THEN TWR CALLED US ASKING WHAT WE WERE DOING. MY FLT INSTRUCTOR REPLIED THAT WE WERE ON R BASE FOR RWY 30. THE NEXT XMISSION SURPRISED US: TWR WAS TELLING US THAT HE WANTED US TO DEPART HIS AIRSPACE TO THE SW AND SQUAWK VFR; FREQ CHANGE APPROVED. WE TOLD TWR THAT WE HAD INTENDED TO MAKE A TOUCH-AND-GO AND THEN DEPART. TWR SAID NO; HE WANTED US TO LEAVE CLASS D AIRSPACE; WHICH WE THEN DID. IT TURNED OUT THAT THE RWY I HAD IDENTED AS RWY 30 WAS ACTUALLY RWY 34. MY FLT INSTRUCTOR DIDN'T REALIZE WHAT WE HAD DONE WRONG EITHER (OR THAT WE HAD EVEN MADE A MISTAKE) UNTIL WE WERE INFORMED QUITE UNCEREMONIALLY TO GET OUT OF THAT CTLRS AIRSPACE. THE REASONS FOR THIS WERE AS FOLLOWS: THE HEADING INDICATOR WAS COVERED UP; SO I COULDN'T XCHK THE RWY HEADING WITH MY OWN. THE AIR WAS QUITE TURBULENT; MAKING THE MAGNETIC COMPASS UNRELIABLE; MEANING THAT I COULDN'T USE IT FOR XCHK HEADINGS EITHER. WHILE I HAD BRIEFED THE APCH ITSELF QUITE WELL; I HADN'T BRIEFED MYSELF ON THE ARPT DIAGRAM; INSTEAD TRUSTING IN MY MEMORY FROM THE MANY VISITS THERE IN THE PAST. NOT ALL RWYS HAD THE SAME SHADE OF GRAY TO THEM. WHILE RWYS 2 AND 34 WERE QUITE DARK; RWY 30 WAS A LIGHTER GRAY; MORE LIKE THE TXWYS; AND THEREFORE HARDER TO SEE. IN RETROSPECT; I SHOULD HAVE BRIEFED THE APCH BETTER; INCLUDING THE ARPT DIAGRAM; SINCE WITH 2 RWYS INTERSECTING RWY 2-20 THE POSSIBILITY IS QUITE TANGIBLE FOR ERRORS SUCH AS MINE TO OCCUR. ALSO; I SHOULDN'T HAVE INITIATED MY TURN BACK TOWARDS RWY 34 WITHOUT CLARIFYING WITH ATC. THAT WAS PROBABLY THE BIGGEST MISTAKE IN THE CHAIN OF EVENTS. ON THE ONE HAND; I CAN UNDERSTAND THE CTLR'S DESIRE TO GET US CLR OF WHERE WE HAD DONE THE 180 DEG TURN BACK TOWARDS RWY 34 (THE HELI WAS STILL THERE; AND QUITE CLOSE; AFTER ALL); BUT ON THE OTHER HAND WE WERE ON AN IFR FLT PLAN; AND UNLESS I'M MISTAKEN THOSE CAN ONLY BE CANCELLED BY EITHER THE ACFT (INFLT OR ON THE GND) OR BY ATC ONCE THE ACFT IS ON THE GND. I DIDN'T KNOW THAT A CTLR COULD SIMPLY CANCEL AN ACFT'S FLT PLAN OR THAT HE COULD TELL THAT ACFT THAT HE WASN'T WANTED. AT LEAST THE CTLR COULD HAVE GIVEN US A PHONE NUMBER TO CALL HIM AT ONCE WE HAD LANDED; BE THAT WHERE IT MAY BE; SO THAT WE COULD SORT IT ALL OUT. I'M NOT SURE IF THE FACT THAT (ACCORDING TO MY COMMERCIAL CHARTS) EXECUTIVE TWR IS AN FAA CONTRACT TWR HAD ANYTHING TO DO WITH THE (SLIGHTLY UNDERSTANDABLY) BRUSQUE WAY I WAS TREATED; BUT THE POSSIBILITY STILL LOOMS. MAYBE THE CTLR THOUGHT THAT WE WERE BLATANTLY IGNORING HIS INSTRUCTIONS; BUT WE HAD MADE AN HONEST MISTAKE; AND JUST WANTED TO RECTIFY IT AND GO ABOUT OUR WAY.