A C172 pilot filed IFR for practice approaches and was told maintain VFR but after the first approach and missed approach went IMC thinking the IFR clearance continued while the Controller understood the IFR clearance terminated with the missed approach.

Narrative

After filing an IFR flight plan; I departed and called Approach in the air. I was instructed to 'Maintain VFR.' After being vectored at 1;500 FT; the Controller put me on the localizer for the ILS XX. I was instructed to 'Fly the published missed.' After going missed; I was instructed to hold over the departure fix at 2;500 FT or above. This altitude had me popping in and out of the clouds. After one lap in the hold; I was given a vector of 270 for the Localizer YY approach at my next filed airport. I was still in and out of the clouds at this point; and after a few vectors for final; the Controller gave a traffic call. At this point; I informed him we were in IMC conditions. He responded; telling me that I had been instructed to remain VFR. He then cleared me for the LOC YY; after which I canceled this clearance; and asked for vectors to the GPS-A at our next destination. The Controller and I were at a misunderstanding about whether I was cleared or not. To my understanding; clearing us for the hold at missed approach point and the altitude of 2;500 FT was a clearance that allowed us to be IMC as we were on an IFR flight plan. Until the hold we had maintained VFR as instructed; but that was before the missed approach. It is not an established practice to question the Controller when entering the clouds when IFR; so this is where the breakdown of communication began. After speaking to CFI; he suggested I mention that there are or may be some new controllers or trainees in the sector.