Upon receipt of an approach clearance while on an unpublished route or being radar vectored, a pilot must comply with the minimum altitude for IFR and maintain the last assigned altitude until established on a segment of a published route or IAP, at which time published altitudes apply. 

An instrument approach procedure may have as many as four separate segments depending upon how the approach procedure is structured. The initial approach segment is that segment between the initial approach fix and the intermediate fix, or the point where the aircraft is established on the intermediate course or final approach course. The intermediate approach segment is between the intermediate fix or point and the final approach fix. The final approach segment is between the final approach fix or point and the runway, airport, or missed approach point. The Missed Approach Segment is between the missed approach point and the point of arrival at decision height, and the missed approach fix at the prescribed altitude.