I'm having trouble working the ILS. I tuned the frequency and the ILS runway heading in the ILS panel, and turned on the APP in the autopilot. I was flying at what I assumed was the correct heading and altitude for intercepting the LOC and G/S, but the airplane failed to intercept either. Of course, the ATC never specifically told me that those were the intercepts, but they told me to fly a heading of 095 and an altitude of 2000 feet (the runway was at 185°, if that helps). What was I doing wrong?