A BE35 PLT; DURING DEP FROM OSH ON AN IFR FLT PLAN; EXPRESSED DISCOMFORT ABOUT FLYING OVER LAKE WINNEBAGO AND TURNED; WITHOUT PERMISSION; WHICH CAUSED AN NMAC WITH A C172.

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RETURN IFR FLT FROM OSH TO C59 (LAKE LAWN; WI). HAD 3 PAX. TWR ISSUED IFR CLRNC AND INSTRUCTIONS TO FLY RWY HDG. ON TKOF CLRNC FROM TWR; TWR ISSUED; 'FLY RWY HDG; CLRED FOR TKOF.' I TOOK OFF RWY 9. AFTER AIRBORNE; I TOLD TWR I DIDN'T WANT TO FLY OUT OVER LAKE WINNEBAGO AT LOW ALT. HE SAID; 'FLY RWY HDG; YOU'RE IFR.' I STATED; 'I'M THE GUY IN THE AIRPLANE; I DON'T WANT TO FLY OVER THE LAKE.' I STARTED A SLIGHT TURN SEBOUND SO I WOULDN'T BE OVER THE LAKE. TWR SWITCHED ME TO ZAU; 127.0. I IMMEDIATELY SAID I WANTED A TURN SEBOUND. HE GRANTED THAT. THE TCASII WENT OFF DURING THIS TIME. OUR TCASII HAS NO RA FEATURE. IT JUST SAYS; 'TFC.' THERE WERE NUMEROUS FLTS USING RWY 36 AT OSH. A C172 WAS AT MY 3 O'CLOCK POS; MOVING TO 5-6 O'CLOCK POS. DISTANCE WAS NO LESS THAN 200-300 FT VERTLY. IN RETROSPECT; I SHOULD HAVE QUESTIONED THE 'FLY RWY HDG' CLRNC BEFORE AIRBORNE; BUT I THOUGHT I'D BE ABLE TO NEGOTIATE ONCE AIRBORNE. I HADN'T COUNTED ON THE NUMEROUS TFC IN THE PATTERN FOR RWY 36. I JUST DON'T LIKE FLYING OUT OVER WATER AT LOW ALT; OUTSIDE OF GLIDING DISTANCE; WITH 3 PAX. I SHOULD HAVE WORKED THIS OUT ON THE GND BEFORE TKOF.