There is a very old thread on OCUK forums somewhere with a tutorial on ILS landings in FSX.
Some quick pointers for FSX.
1. If you don't know already, the charts at
http://www.nats-uk.ead-it.com/public/index.php%3Foption=com_content&task=blogcategory&id=6&Itemid=13.html are excellent.
2. There is an intercept height. At EGGD RW27, it's 2500 ft from 8 NM out. So be there or lower. Press 'b' to set your alt pressure.
3. You can to disect the localiser - with 'app' engaged, on a disect, the plane should take over and then you know fo' sure you've captured it. So do a long 'downwind' and then cut back in a shallow diagional, towards the the localiser.
4. Put the visual runway paths on - somewhere in the menus - so you can see what path the aircraft should be flying.
5. Set the 'course / crs' to the runway heading. BUT in some instances, it may be 089 for a RW of 090.
6. In the ATR72, you need to be in V/L mode before pressing 'APP'.
7. If you can, listen to your Outer, Middle and Inner markers to know things are good.
8. Flaps, speedbrake, autobrake set
9. Land
Depending on the aircraft and runway, there's different catagories of landing.
But a good indicator of your progress is to switch off autopilot 500ft above, then 1000ft above.
This is a rough guide, so I'm sure it could be improved. Let us know how you're doing.