Are you setting the Nav frequencies and course headings for the ILS?
If not then check the charts for the approach. You can also find this info on the Fmc.
You need to set both courses to the runway heading. And both Nav radios to the ils frequency. Once you get to approx 10 miles away you should be at the hight which is the top of the glide slope (usually around 3000ft) and are able to select approach.
I strongly suggest watching the likes of FD2S for the proper procedure. Skip to 1:20.00 for the decent and approach.