Doing a ndb approach into Rno in A 737 we broke out at minimums and the airliner ahead of us was still on the runway so we were told to go around. I asked if we should do the published ndb missed and they said yes. As I started the left turn they said don,t turn left so I asked what heading they wanted. They didn't respond so we continued the published missed back to the north to avoid close in terrain. I knew another airliner was behind us but also had mountains in front of us. They finally gave us a heading to sort things out. We were not on a visual approach but the ils was out and we followed all the rules and still confusion set in because they forgot the NDB missed was not the same as the ILS missed.