Air Carrier arrival to ATW described questionable ATC service provided by Green Bay Approach; noting the controller appeared to be unfamiliar with providing service to higher performance aircraft.

Narrative

Weather reported in ATW was 600 broken and 5 miles. ATW was advertising the GPS 21. We checked and did not have the GPS to 21. We requested the VOR DME 21; since this was the only other option. The approach starts at 2;600 FT. We were starting to get close; inside 15 miles and were left at 5;000 FT. We asked ATC if they had us down for the VOR (not GPS) and then prompted them for lower. He cleared us to 3;000. Then gave us a vector to 210 degrees and join the final. This put us no where near the final to intercept. We prompted ATC and they gave us a 240 to intercept. We reported the winds at altitude to be 25 KTS; pushing us away from the course. We then could not remember if they told us the distance from the outer marker; so we asked for 2;600 to start the approach; they then cleared us to 2;600. Upon reaching the DDA; no runway in sight and executed a go-around. We went back to Green Bay Approach and they wanted to vector us for 30. We said unable and had to run some numbers; we then asked for vectors or for a hold. After determining that we could take Runway 3 with performance penalties the Controller wanted to turn us 180 degrees and intercept at the marker; with a close in downwind 2.5 miles from the final course. We declined and asked for a base; since we were concerned with fuel and the possibility of not being able to land due to possible increase in the tailwind. Then the Controller wanted us to slow to 150 KTS on the downwind. We asked what the plan was; and told the Controller that we had already gone around once; we asked for 160 KTS and to widen out for a base turn. The Controller would not respond with any information. Once on with Tower; we heard opposite direction traffic and landed uneventfully. After landing; we advised ATW Tower; called the Tower; and then called Green Bay Approach. Suggestions; it appeared that this Controller was used to working C-172's instead of jets. There was too much confusion with the Controller. It seemed like they did not even understand how to vector a jet for an approach. ATW Tower said they were wondering how we were going to shoot the approach at 5;000 and then the bad vector turn on. I spoke with Green Bay; I told them what we were dealing with. They said that they situation due to temporary airspace and that they would check out any deficiencies on their part. After the event we overheard another aircraft telling the Tower that Approach Control forced them to cancel IFR and they wanted to let someone know. Tower said that they would look into it. To summarize; all clearances were met; but it seemed that the Controller was on a different page; when we inquired; not much response. The Controller made it a challenging approach; very difficult. If I encounter something like this again; I will probably ask to hold and try to ask the Controller to explain what is going on. Ask what their plan is; and tell them what we are expecting. I have really never seen this before to this extent during my many years here.