Dont take this the wrong way but are you sure you are putting the frequency in the right radio system? The ILS one is at the bottom on the throttle panel as Bob showed you, the radio frequency on top were the autopilot is, that's for the VOR not for ILS I know cause it happened to me aswell :D and I was waiting for nothing, after I realised it was not the right radio and make sure that the frequency is right cause only one wrong digit is enough not to be established on the LOC.

Patrick