Hm... One of two things I think...
1: You were above the glideslope when pressing the AP button, you need to be below it to intercept it.
2: You were tuned to the wrong ILS.
Like I said, try flying from TISX - TNCM (Princess Julianna).
Enter everything in the flight planner.
If you wanna enter a route whilst flying, you can open the flight planner, or:
Open the GPS with Shift + 3 (most aircraft).
Locate the button that says D WPT, the D will have an arrow running through it.
The top row should be highlighted.
If your GPS has knobs in the button right, rotate the small knob to change character (in the airport identifier) and the large knob to advance to the next character.
If it's got a sort of D-pad, press right and left to change characters, and up and down to advance to next character.
For an added challenge in the flight planner, use some waypoint, and navigate with VORs and NDBs.
Much more fun than relying on the GPS
