Capturing the Localizer

[DogFood]

I've been loading flight plans via the built-in FS9 flight planner and all is working as expected, except, I cannot capture the localizer. The correct localizer frequency is dialed into the NAV1 radio. The KLN-90B has an approach and it has been activated.

At about 14nm from the airport and in the autopilot, I flip from GPS to NAV and then select ALT (hold) and APPR (approach).

The vertical deviation indicator on the EFIS begins to drop at the outer maker and then passes the lubber but the autopilot does not follow the localizer beam. I have to manually push the nose down myself and keep it in sync with deviation indicator.

What am I missing in the sequence of events. I  can land it manually anytime and it is a great airplane, love it!