B737 LNDG MCO INITIATES VISUAL APCH AND IS QUESTIONED BY ATC.

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WHILE DSNDING THROUGH 16000 FT FOR ARR INTO MCO; WE WERE TOLD BY APCH TO EXPECT RWY 17R. THE WINDS WERE 350 DEGS AT 9 KTS SO WE ASKED APCH WHY RWY 17 WHEN THE WIND COMPONENT WAS ONLY 1 KT FROM MAX TAILWIND COMPONENT. APCH STATED THAT IT WAS FOR NOISE ABATEMENT. LESS THAN 2 MINS LATER; APCH CTL TOLD US THEY WERE SWITCHING RWYS AND ASKED IF WE WANTED TO BE LAST FOR RWY 17R OR FIRST FOR RWY 35L. WE ANSWERED 'FIRST FOR RWY 35L.' HE THEN TOLD US TO FLY HDG 360 DEGS; SLOW TO 210 KTS AND DSND AND MAINTAIN 9000 FT. WE FLEW THE ASSIGNED HDG AND ALT AND STARTED TO CONFIGURE. I CALLED FOR LNDG GEAR DOWN WITH THE SPD BRAKE DEPLOYED AND MAINTAINED THAT CONFIGN TO SLOW TO 210 KTS. THE CAPT WAS WORKING THE RADIOS AND I WAS ANXIOUS FOR HIM TO FINISH THE CALL. I HAD STOWED THE SPD BRAKE AND WAS ANXIOUSLY WAITING FOR HIM TO FINISH THE CURRENT RADIO EXCHANGE SO I COULD CALL FOR FLAPS 5 DEGS. I HEARD APCH SAY 'VISUAL RWY 35L;' BUT DO NOT RECALL HEARING EITHER 'EXPECT' OR 'CLRED' PRECEDING THE CALL. THE CAPT ANSWERED WITH 'CLRED FOR THE VISUAL RWY 35L.' APCH CTL DID NOT RESPOND AT ALL TO THE CAPT'S CALL SO I ASSUMED WE WERE CLRED. I FULLY CONFIGURED AND STARTED THE DSCNT AND A TURN TO 260 DEGS. DSNDING THROUGH 7300 FT; APCH CALLED AND ASKED WHAT OUR HDG WAS. WE RESPONDED; '270 DEGS AND TURNING R.' APCH THEN SAID 'OK; TURN L 020 DEGS AND CLB TO 9000 FT.' THE CAPT ANSWERED WITH 'R 020 DEGS; 9000 FT; THOUGHT WE WERE CLRED FOR THE VISUAL.' APCH RESPONDED; 'NO SIR; STILL WORKING A DEP OFF RWY 17.' HE NEVER CHANGED HIS TONE OR GOT NASTY AND WE DID NOT EITHER. WE SIMPLY COMPLIED WITH HIS INSTRUCTIONS AS HE VECTORED US AROUND FOR A 360 DEG TURN AND BACK FOR AN UNEVENTFUL VISUAL APCH TO RWY 35L. ASIDE FROM OUR EXCHANGE WITH APCH; THE RADIOS WERE QUIET AND THERE WERE NO OTHER ACFT ON TCASII. TO PREVENT THIS; APCH MUST RESPOND TO AN INCORRECT READBACK! ALSO; AS THE PF; I SHOULD HAVE ASKED THE CAPT IF HE WAS SURE ABOUT WHAT HE HEARD SINCE I DID NOT HEAR THE ENTIRE APCH CLRNC. I COULD HAVE ALSO ASKED THE CAPT TO ASK APCH TO REPEAT THE CLRNC. THIS WAS AN UNFORTUNATE INCIDENT THAT MIGHT HAVE BEEN PREVENTED WITH BETTER COM BTWN ALL 3 OF US -- APCH; THE CAPT; AND I.