CARJ FLT CREW ENTERS INCORRECT HOLDING PATTERN ON TARNE AR AT CVG.

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WE WERE ON THE TARNE 3 ARR INTO CVG. AT ABOUT TARNE INTXN; THE CTLR ADVISED US THAT THERE WAS A TSTM OVER CVG AND OTHER ACFT WERE REFUSING THE APCH. HE TOLD US TO EXPECT HOLDING AT MILAN INTXN. WE ACKNOWLEDGED AND SET UP FOR A HOLD AT MILAN. AFTER WE HAD PASSED MILAN BY ABOUT 3 SM; THE CTLR ISSUED A CLRNC TO HOLD SE OF MILAN ON THE INBOUND COURSE. THIS; OF COURSE; CAUSED SOME CONFUSION AS TO WHAT THE CTLR INTENDED US TO. WHAT THE CTLR INTENDED US TO DO; THE FO INTERPED TO MEAN A HOLD ON THE INBOUND COURSE NW OF MILAN; AND I DISAGREED. I ASKED HIM TO CALL FOR CLARIFICATION. MEANWHILE; WE BEGAN A L TURN BACK TOWARDS MILAN. AGAIN; THE CTLR TOLD US TO HOLD SE ON THE INBOUND COURSE TO MILAN. I WAS STILL CONVINCED THAT THE COURSE WAS SUPPOSED TO BE SE OF THE FIX; WHILE THE FO CONTINUED TO INSIST IT WAS NW OF THE FIX. I ASKED HIM TO RADIO ATL FOR VECTORS UNTIL WE COULD SETTLE OUR DISPUTE. INSTEAD; HE INSISTED HIS COURSE WAS CORRECT. WE WERE OVER THE FIX AND BUSY. AT THIS TIME; I ALLOWED HIM TO TALK ME INTO SOMETHING THAT I DID NOT THINK WAS RIGHT. WE TURNED OUTBOUND ON THE 310 DEG RADIAL INTENDING ON MAKING A PARALLEL ENTRY TO A HOLDING PATTERN NW OF MILAN. WE WENT OUT ABOUT 2 MI WHEN THE CTLR ASKED IF WE HAD TURNED INBOUND YET. THE FO REPLIED THAT WE WERE OUTBOUND IN THE HOLD ON THE 310 DEG RADIAL INBOUND. THE CTLR ISSUED AN IMMEDIATE TURN BACK TO MILAN TO HOLD SE AS CLRED. WE COMPLIED AND HELD AS INSTRUCTED.