I think I'm under the glideslope when I select APP...
satz, there's no need for guesswork. the instruments will tell you whether you're above or below it. See the first screenshot in that tute linked to in Post 4 above. The big instrument top left (the Attitude Indicator) tells you whether or not you're below the glideslope - the one below (Horizontal Situation Indicator) tells you where you are relative to the runway line.
That's in the 737 - in smaller aircraft like the Cessnas, the corresponding instrument just has crosshairs - but the principle is the same.
I suspect that what MAY be happening is that you're not getting down to the specified height in good time - and are therefore pressing 'APP' while you're still descending. So the 'descent' command is interfering with the 'approach' command, and 'something's gotta give.'

Best thing is to begin your descent in good time - remember that aeroplanes in a normal descent usually travel three miles forward for every thousand feet down - so if you're flying an airliner at 30,000 feet, for example, you should start your descent not later than 90 miles out. You should aim to be down to the specified approach height, levelled out, and approaching the glidepath at a sensible angle and at reasonable speed, not less than 10 miles out - and BEFORE you press 'APP.'