CRJ FLT CREW DELAYS DSCNT DURING ILS TO RWY 6 AT TEB BECAUSE OF CONFUSION REGARDING ATC CLRNC AND MISSED MANDATORY ALT RESTR.

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NEW YORK APCH WAS VECTORING US AT 2000 FT MSL FOR THE ILS TO RWY 6 AT TEB. THE HDG I BELIEVE WAS 180 DEGS WHEN NYC CALLED AND SAID; 'TURN L TO 110 DEGS TO INTERCEPT; CROSS DANDY AT 1500 FT MSL; CLRED ILS RWY 6.' WE DID NOT DSND TO 1500 FT BECAUSE WE WERE NOT CLRED TO DANDY NOR HAD WE INTERCEPTED THE ILS LOC. AS THE LOC AND GS CAPTURED; WE STARTED DOWN OUT OF 2000 FT AND DANDY PASSED BY US. NYC APCH CALLED TELLING US WE MISSED A MANDATORY XING POINT. WE HAD JUST INTERCEPTED THE LOC COURSE (WITHIN 30 DEGS) AND FELT IT WAS NOW APPROPRIATE TO DSND FOR WE WERE NOT ON A PUBLISHED SEGMENT. SINCE WE WERE ON A VECTOR TO JOIN THE LOC AND NOT CLRED TO DANDY FOLLOWED BY A XING LIMIT; WE FELT DSCNT WOULD BE UNSAFE AND INAPPROPRIATE FOR THE GIVEN CLRNC. IT APPEARED NYC APCH WAS TURNING OTHER ACFT ONTO THE LOC LATE; BUT IN OUR CASE WE WERE TOO CLOSE TO DANDY TO CAPTURE THE ILS AND CROSS DANDY AT 1500 FT WITHOUT A BETTER CLRNC (LIKE: DIRECT DANDY; CROSS IT AT 1500 FT; CLRED ILS RWY 6). I FLY INTO TEB FREQUENTLY AND HAVE NEVER HEARD THIS TYPE OF CLRNC I MENTIONED ABOVE.