From your descriptions I doubt that Vista or your FS9 installation are the problem. It sounds like
you're simply missing steps needed to complete the ILS landing.
You wrote:
in the plane, 737, is ap is on and i have the app on but the instruments do not show ils or glide slop.
For the localizer and glide slope to show on the VOR1 indicator, and for APP mode to work, you must have Nav1 tuned to the ILS frequency and the NAV/GPS switch switched to NAV.
A GPS PROC approach, in your example 'Vectors to Final', will not fly you down to the runway. It only flies an approach route that will line you up on final. It does not control altitude and the ap APP mode does nothing in GPS mode. In fact, if you leave the autopilot in GPS mode you would fly over the runway and the GPS would fly a 'missed approach'.
Once you are on final approach heading and at the proper approach altitude (below the glide path) you must switch the NAV/GPS mode switch to NAV. You should be within