VOR Alpha into KMBO Approach with plate overlays and ATC COMS - Video

http://www.youtube.com/watch?v=KGHOqX4sHkI

I post this as I hope others can learn from my mistakes. Comments
here or on the video most appreciated.

I kinda got RIGHTFULLY chewed out by ATC today while doing the VOR
Alpha approach. I mistook an instruction by the controller as a
clearance.

Couple of things.

Human error obviously, and this is the first time this has happened to
me. Other then the simple not hearing correctly, was this really
preventable? I should have known by the lack of approach intercept
instructions that it wasn't a clearance but as you can see from the
communications, that escaped me since I was busy flying an airplane.

One question in my mind is on the second approach vectors to final, I
was never issued missed. Should I have been issued missed
instructions or does the canceled approach missed instructions still
stand?