ACR MLG FLT CREW BECAME CONFUSED BY TWR CTLR INSTRUCTIONS AND CROSSED RWY 36R WITHOUT CLRNC.

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DUE TO AN EXTRA DELAY LNDG BEHIND AN WDB ON RWY 36R; AN APCH TO 36L WAS REQUESTED AND CLRED BY TWR. WIND WAS 290 DEG AT 17 KTS AND GUSTING. NORMAL LNDG WAS EXECUTED BUT PRIOR TO REACHING TAXI SPD OR IDLE REVERSE; TWR ISSUED THE FOLLOWING INSTRUCTIONS; 'TURN R NEXT TXWY; L ONTO THE HIGH SPD; HOLD SHORT OF 36R AND STAY WITH ME.' I; AS COPLT READ BACK; 'R TURN; L ON THE HIGH SPD AND HOLD SHORT.' THE CAPT BROUGHT THE ACFT TO TAXI SPD; CLRED THE RWY AND ASKED ME TO REPEAT THE INSTRUCTIONS. I REPEATED EXACTLY WHAT I READ BACK. WHILE PERFORMING THE AFTER LNDG CHKLIST; I HELPED LOOK FOR THE HIGH SPD. WE BOTH SPOTTED IT TOGETHER AND SUDDENLY REALIZED IT WAS THE HIGH SPD FOR 36R AND WE WERE ON 36R WITH ANOTHER AIR CARRIER ON SHORT FINAL. THE CAPT PUSHED THE PWR UP AS TWR ISSUED 'MLG X YOU WERE TO HOLD SHORT. OK. HURRY ON ACROSS.' THE AIR CARRIER ELECTED TO GO AROUND AT ABOUT 100'; HE WAS NOT INSTRUCTED TO DO SO. FACTORS: COCKPIT WORKLOAD. LNDG AND IMMEDIATELY THEREAFTER ARE VERY BUSY TIMES. WE WERE ISSUED 4 INSTRUCTIONS WITH REVERSERS ROARING; A STRONG XWIND; AND A HURRIED APCH BEHIND US. ARPT FACILITIES. WE NOTICED NO HOLD LINES OR SIGNS INDICATING THAT RWY 36R WAS THE NEXT INTXN. THE 2 RWYS ARE VERY CLOSE AND TXWY 3; ON WHICH WE CLRED IS AT R ANGLES TO BOTH RWYS. THERE IS NO HIGH SPD INTERSECTING THAT TXWY. TWR INSTRUCTIONS. WE UNDERSTOOD THAT THERE WOULD BE 2 TURNS PRIOR TO RWY 36R AND ASSUMED THAT THE INTXN WE WERE XING WAS A PARALLEL TXWY BTWN RWYS. THE TIME OF ISSUE; DURING LNDG ROLLOUT; AND NUMBER OF INSTRUCTIONS; 4; WAS ALSO A CONFUSION FACTOR. COCKPIT INATTENTION. THERE IS NEVER A GOOD EXCUSE FOR XING A RWY WITHOUT CLRNC. BY COCKPIT REQUEST; THE LNDG RWY WAS CHANGED ABOUT 10 MI OUT AND 36L IS AN UNFAMILIAR LNDG RWY AT MCO. AT MOST MAJOR ARPTS THERE IS A PARALLEL TXWY BTWN AIR CARRIER RWYS AND THE TWR INSTRUCTIONS SOUNDED EXACTLY LIKE THOSE GIVEN FOR NORMAL RWY ARRANGEMENT.