PC12 FLT CREW COMPLY WITH DEP SIGNS ON GND AT SGS THAT ATC IS UNAWARE OF; RESULTING IN LOSS OF SEPARATION.

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BEFORE TKOF FROM SGS THERE WAS A SIGN AT THE HOLD SHORT LINE SAYING THAT THERE WERE; 'NO RIGHT HAND DEPS AT SGS RWY 34.' SINCE THE CLRNC DID NOT SPECIFY WHICH WAY TO TURN TO HDG; WE DECIDED THAT A LEFT HAND SO BE USED TO REACH A 070 HDG. AS WE CLBED AND TURNED; WE REACHED A HDG OF 170 DEGS AT 2100 FT AND AS WE CONTINUED OUR TURN WE REACHED OUR HDG OVER THE ARPT AND CONTINUED OUR CLB TO 2500 FT AND CONTACTED ATC. ALL OF THIS OCCURRED IN VMC WX CONDITIONS ON OUR IFR FLT PLAN. WE WERE THEN TOLD TO CALL A SUPVR. THEY SAID THAT THEY WERE EXPECTING US TO MAKE A RIGHT HAND TURN TO THE 070 HDG AND WERE UNAWARE OF ANY SIGN AT SGS ARPT SAYING THAT RIGHT HAND TURNS WERE NOT ALLOWED. THEY SAID THAT THEY HAD TRIED TO CONTACT US BEFORE WE CALLED IN BUT WE WERE STILL ON SGS CTAF. THEY TOLD US THAT THE PROBLEM WAS THAT THE REQUIRED IFR SPACING OF 3 MILES 1000 FT WAS BROKEN SO THEY WERE REQUIRED TO FILE A RPT. ACCORDING TO THEIR RADAR RECORDS WE ENTERED THEIR AIRSPACE AT 2100 FT 170 DEG HDG AND CONTINUED TO OUR HDG AND ALT BEFORE CONTACTING ATC. THE CAUSE: THE SIGN AT THE END OF THE RWY. ATC DID NOT KNOW ABOUT THIS SIGN WHEN I CALLED THEM AND DID NOT EXPECT ME TO TURN LEFT. I STAYED IN THE PATTERN AS I CLBED; I WAS OVER THE SGS ARPT AT 2500 FT AND 070 DEG HDG WHEN I CALLED ATC. HOW TO PREVENT THE EVENT: ATC OF MSP AND THE SGS MANAGER SHOULD COME TO AN UNDERSTANDING ABOUT THE SIGNS BY THE RWYS; WHICH ATC DOES NOT KNOW ABOUT. THE CLRNC SHOULD SPECIFY WHICH WAY TO TURN.