C172 INSTRUCTOR PLT ACCEPTS CLIMB CLRNC TO PROCEED TO DEST; BUT IN DOING SO; ENTERS CLOUDS WHILE INSTRUCTED TO 'MAINTAIN VFR SEPARATION.'

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I DEPARTED IN VFR CONDITIONS ON AN IFR TRAINING FLT IN A C172. I CONTACTED ZFW IMMEDIATELY AFTER TKOF AND GAVE MY POS AND REQUESTED THE IFR CLRNC PREVIOUSLY FILED (WHILE STILL VFR) TO GYI (GRAYSON COUNTY ARPT; SHERMAN; TX). THE CTLR ISSUED A SQUAWK CODE AND CLRED THE FLT TO GYI; A CLB TO AND MAINTAIN 4000 FT AND DIRECT TO GYI AFTER PASSING 3600 FT. ACCORDING TO THE CTLR; READBACK WAS CORRECT AND THE CTLR ADVISED TO MAINTAIN VFR SEPARATION. BY THAT TIME I HAD ALREADY BEGUN CLBING IN ACCORDANCE WITH THE CLRNC AND WAS NO LONGER IN VMC. I CONTACTED THE CTLR TO CLARIFY HIS REQUEST TO MAINTAIN VFR SEPARATION AND STATED THAT I COULD NOT AS FLIGHT CONDITIONS WERE IMC AT MY PRESENT ALT. HE REQUESTED MY EXACT POS WHICH AT THAT TIME WAS APPROX 10 NM SE OF THE ADM VORTAC ON THE 125 DEG RADIAL; WHICH WAS BEING TRACKED AT THAT TIME. HE THEN ADVISED THAT THE MEA FOR THAT AREA WAS 3600 FT AND THAT I WAS NOT IN RADAR CONTACT. BEING IN IMC; I ELECTED TO CONTINUE THE CLB AS QUICKLY AS POSSIBLE TO 3600 FT AFTER WHICH POINT I WAS CLRED DIRECT TO THE DENNISON OM FOR THE ILS RWY 17 APCH TO GYI AND TO REPORT OUTBOUND ON THE APCH. THE FLT CONTINUED NORMALLY THEREAFTER. THE TOTAL ELAPSED TIME FROM THE POINT OF ENTERING IMC; AFTER RECEIVING CLRNC; TO REACHING 3600 FT WAS APPROX 3 MINS. IN RETROSPECT WHILE I AM FIRMLY CONVINCED THAT THE CTLR ISSUED A CLRNC; IT APPEARS THAT THE CTLR'S INTENTION WAS FOR ME TO MAINTAIN VFR SEPARATION UP TO THE POINT OF REACHING 3600 FT (THE MEA) FOR THE AIRWAY BEING TRACKED; AFTER WHICH TIME CLRNC WAS DIRECT TO GYI. MY STUDENT ALSO WAS UNDER THE IMPRESSION THAT WE HAD CLRNC TO ENTER IMC. I BELIEVE THAT IN ORDER TO AVOID SUCH A SITUATION IN THE FUTURE; IF ANY DOUBT EXISTS AS TO A CLRNC THAT CLARIFICATION MUST BE OBTAINED IMMEDIATELY. I HONESTLY DID NOT PERCEIVE ANY PROB SINCE THE CTLR KNEW OUR POS PRIOR TO ISSUING CLRNC UNTIL THE POINT WHERE HE ADDED THE PHRASES '...MAINTAIN VFR SEPARATION.'