Hi Tim

I can second Mark. May I add following to it:

a) Make sure you have the ILS-Frequency tuned into NAV 1
b) Try to be at propper speed (~200)

So, this is what I do:

1) Dial in the ILS-Frequency into NAV 1
2) AP is on MAN and Heading/Alt Select is ON
3) When I see the G/S Indicator "wandering in" (e.g. I start to intercept the G/S horizontally) I put the AP on AUTO G/S
4) You will now see that the "Heading Hold" switch will turn to OFF
   - Hold Altitude is still on
5) Once I am on the G/S (horizontally) I put the A/P on MAN G/S
6) It will start to decend the G/S as soon as you intercept the vertical
   beam. If I recall correctly, the "Hold Altidude" Switch will stay "ON",
   but as long as it descends...
 ;D
Happy Landings
Mike#

P.S.: I managed to do a ILS Approach that way yesterday and I know how to do it. But sometimes it just won´t work. I will always intercept the horizontal beam but I had/have a hard time to get the vertical beam (yes, I am always "below" when I try to catch).
If it doesn´t work the first time, keep on trying - I sure tried a couple of times until it worked...  ::)