I am at work, but IIRC, these are the settings you must have set...
AP
Heading hold (Will go off once established)
APP
Alt H (also will go off once established)
Nav setting on nav/gps dial
Now, if you are talking about hearing the beeping of the signal, you must push the ID button.
This help? If not, here is a good link with two sections on the landings...
http://www.simviation.com/fshelp.htmthe ils text landing, and the landing tutorial with screenies as well.
This help?