DFW LCL CTLR INSTRUCTED A TXWY E2 EXIT DURING LNDG ROLL OF A CARJ-200; THEN HAS TO ADVISE CAUTION TO AVOID BARRICADE EQUIP ENCOUNTER BECAUSE OF TXWY CONSTRUCTION CLOSURE.

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WE WERE OPERATING A FLT TO DFW. UPON RECEPTION OF ATIS; WE REALIZED THAT LNDG WOULD BE TO THE N ON W SIDE OF ARPT; MOST LIKELY RWY 36L. AS WE BRIEFED OUR RWY EXIT PLAN; WE NOTICED THAT THE BEST OPTION WOULD BE HIGH SPD TXWY E2 BUT; TXWY E3; WHICH WAS ON OPPOSITE PARALLEL; WAS NOTED AS A CONSTRUCTION AREA. TXWY E2 WAS NOT ADVISED AS CLOSED; IN ATIS; OR IN OUR PAPERWORK. TXWY E3 WAS NOTED AS A CONSTRUCTION AREA ON OUR COMMERCIAL CHART PLATE. SINCE THERE WAS A POSSIBILITY OF CONSTRUCTION AND THE NEXT HIGH SPD WAS FARTHER DOWN; WE DECIDED WE WOULD EXIT AT TXWY 2K; WHICH WAS A 90 DEG TURNOFF BTWN TXWY E2 AND TXWY E1 (THE NEXT HIGH SPD). AS WE LANDED AND ROLLED OUT; OUR SPD WAS SUCH AS TO EXIT AT INTXN WK. WE HADN'T REACHED TXWY E2 HIGH SPD YET; WHEN TWR STATED; 'EXIT THE FORWARD HIGH SPD TXWY E TO TXWY Y AND SHORT OF RWY 36R.' I CANNOT IMAGINE FLYING INTO AN INTL ARPT FOR THE FIRST TIME; ROLLING OUT AND HEARING TWR GIVE A MOUTHFUL CLRNC SUCH AS THIS TO AN UNFAMILIAR CREW! REGARDLESS; I STATED WE WOULD EXIT AT WK; TO WHICH TWR 'SNAPPED' BACK; 'NEGATIVE; COMPLY WITH THE CLRNC.' I DO REMEMBER A STERN VOCAL 'NEGATIVE;' FOLLOWED BY WHAT I BELIEVE IS THE ABOVE STATEMENT. SINCE THE TONE OF MESSAGE WAS SO STERN; AND NOT YET HAVING REACHED TXWY E2; I STOPPED THE ACFT AND EXITED AT TXWY E2. THERE WERE SOME BARRICADES ON THE S SIDE OF THE TXWY; BUT WERE OF NO PROB. AS WE EXITED THE TXWY; HE SAID HE MEANT TXWY E1 AND TO BE CAUTIOUS OF EQUIP NEARBY. AT NO POINT WAS THE ACFT IN CONFLICT WITH ANY OF THE EQUIP EITHER. THIS SIT WAS PICTURE PERFECT FOR MISTIMING OF COM AND MISCOM AS WELL. I COULD HAVE SAID NEGATIVE; AND CONTINUED TO TXWY EK; BUT HIS QUICK 'NEGATIVE' LED ME TO BELIEVE THERE COULD ARISE A CONFLICT IF I TOOK THAT TXWY. I WISH TWRS WOULD NOT GIVE EXIT CLRNCS WHEN ACFT ARE STILL ROLLING OUT AND AT HIGHER THAN TAXI SPD. THE LEAST HE COULD HAVE DONE IS UTILIZE THE NAME OF THE TXWY RATHER THAN 'FORWARD' HIGH SPD.