CPR LTT FLT CREW SURPRISED BY CHANGE OF RWY DURING VECTOR PHASE AND OVERSHOT TURN TO FINAL.

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WE WERE RETURNING TO DALLAS LOVE AFTER A QUICK RUN UP TO OKLAHOMA CITY. WE GOT THE ATIS WHICH STATED THE ACTIVE RWYS WERE 31L AND R. WHEN WE WERE HANDED OFF TO APCH WE RPTED WE HAD 'INDIA.' THE CTLR TOLD US TO EXPECT AN ILS TO RWY 31L (OUR DESIRED RWY DUE TO THE LOCATION OF THE FBO WE WERE USING). ALL APCH AIDS WERE TUNED AND THE PROCS BRIEFED. SO FAR SO GOOD. NOW THE CONFUSION STARTED. AT SOME POINT AFTER OUR INITIAL CALL UP THE ACTIVE RWY RWYS WERE SWITCHED FROM 31L & R TO 13L & R. WE WERE NOT SPECIFICALLY TOLD OF THIS CHANGE. THE CTLR STARTED GIVING US VECTORS TO THE ILS AND IN RETROSPECT HE PROBABLY SAID VECTORS TO THE ILS 13L; BUT WE BOTH HEARD 31L BECAUSE THAT IS WHAT WE EXPECTED TO HEAR AND IT SOUNDS VERY SIMILAR. WE REALIZED THAT WE WERE BEING VECTORED N OF THE ARPT BUT BOTH ASSUMED IT WAS THE XWIND LEG OF A BOX PATTERN. AT THIS POINT THE CTLR GAVE US AN INTERCEPT HDG TO THE ILS 13L AND CLRED US FOR THE APCH. WE REALIZED WHAT HAD HAPPENED AND FRANTICALLY STARTED SEARCHING FOR THE PROPER APCH PLATE AND TUNING THE NEW FREQS. DUE TO THE CONFUSION WE BADLY OVERSHOT FINAL. FORTUNATELY WE BROKE OUT OF THE WX AT THE INTERCEPT ALT. ATC LANDED US ON RWY 13R DUE TO THE OVERSHOOT. CAUSES: EXPECTATIONS. WE HAD GOTTEN THE ATIS WHICH SAID THE ACTIVE RWYS WERE 31L & R. WE HAD BEEN TOLD TO EXPECT RWY 31L. WE HAD DEPARTED RWY 31L 1 1/2 HRS AGO. THEREFORE WE WERE EXPECTING 31L. CORRECTIVE ACTIONS: IF THE ACTIVE RWY CHANGES AFTER AN ACFT HAS RPTED ON WITH THE ATIS AND/OR BEEN TOLD TO EXPECT A CERTAIN RWY; THE CTLR SHOULD SPECIFICALLY STATE THE CHANGE; NOT JUST START VECTORS TO THE UNEXPECTED RWY. IF THERE IS CONFUSION OF ANY KIND DURING AN APCH; GO AROUND; THEN SORT IT OUT.