B737 FLT CREW LNDG BWI CONFUSED RWY TURNOFF; WAS UNAWARE OF TXWY CLOSURE AND CAUSED ANOTHER ACR TO ABORT TKOF FROM RWY 33L.

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LANDED RWY 33L. MISTOOK TXWY R FOR TXWY F AND STARTED TO TURN OFF RWY. STOPPED AND WAS ABOUT TO TELL TWR I WOULD LIKE TO PULL OUT AND CONTINUE TO TXWY F; BUT TWR WAS TOO BUSY SCREAMING; 'STOP! STOP! STOP!...' THE CTLR TOLD US TO CONTINUE DOWN THE RWY. I TURNED R AS THERE WAS NO ROOM TO TURN L SAFELY; AND AS SOON AS MY LIGHTS ILLUMINATED IN THE SOUTHERLY DIRECTION; THE CTLR KEYED THE MIKE AND ORDERED ANOTHER CARRIER TO ABORT AS I WAS TURNING ON RWY 33L. AGAIN; THE CTLR STARTED SCREAMING; 'STOP! STOP! STOP!...' I TAXIED DOWN TO TXWY F AND THE GATE. A MORE RESTRAINED AND OLDER VOICE WAS ON FREQ SHORTLY AND CALM WAS RESTORED. I SUSPECT TRAINING IN PROGRESS. NO RWY INCURSION TO RWY 28 WAS ATTEMPTED OR OCCURRED. ON TAXI OUT TO RWY 28 A FEW MINS LATER; ANOTHER CTLR CONFIRMED WE WERE SQUARE; BUT WONDERED WHAT THE OTHER CARRIER WOULD SAY OR DO. (WE'RE NOT ON THE BEST OF TERMS THESE DAYS.) SUPPLEMENTAL INFO FROM ACN 629163: LANDED AT BWI RWY 33L; TURNED ONTO TXWY R NOT KNOWING IT WAS CLOSED. TWR ASKED US TO TURN AROUND AND CONTINUE TAXI. AS WE WERE TURNING ON RWY 33L; SHE MUST HAVE THOUGHT WE WERE GOING TO CROSS ONTO RWY 28. WE NEVER GOT ANY PART OF THE ACFT ONTO RWY 28; BUT TWR DID THE WISE THING SINCE SHE DID NOT KNOW OUR INTENTIONS AT THE TIME. IN THE FUTURE; I INTEND TO STUDY ARPT DIAGRAM BETTER AND KNOW WHICH TXWYS ARE CLOSED.