Distracted by instrument problems and being given a non-standard missed approach procedure during a practice ILS; a light aircraft pilot turned the wrong way after beginning the procedure before the missed approach point.

Narrative

I was cleared for a practice ILS 24 approach. During the approach; my HSI (Horizontal Situation Indicator) directional gyro failed; distracting me from the approach and making it difficult to complete the approach. Additionally; the Controller kept me very high (3000 FT) when the approach normally would start at 1700 FT; for a transiting aircraft at 2000 FT. The missed procedure was simply given as 'fly east.' The actual published missed is 'Climb to 600; then climbing right turn to 2000 direct to the VOR and hold.' Due to the distractions of the HSI failure and the high approach; I called missed before getting to the decision altitude; and executed a right turn; ending it at an easterly direction; at 2000 FT. The Controller questioned what my clearance was; and I said I was told to go east. At no time was I told which direction to turn; so I assumed that he wanted me to fly the missed to the right as the plate shows. He stated that by turning right and then going east I would fly through final. However; since I was at 2000 FT; I was well above pattern altitude and therefore there was no conflict with traffic in the landing pattern. I apologized and requested a return to my home base because of the failed gyro. I should have clarified the missed because the Controller didn't fully describe it; or could have assumed to turn left because that would be the shortest turn.