I have read several posting and tried to gather all the information I can before asking this question, but can someone list the exact procedure for getting "established on the localizer"?  When ATC vectors me for final approach and says to hold at 2100' until established on the localizer, what is the proper thing to do at this point?
I've set my NAV1 to the ILS freq for active runway and set my course for the runway heading and once reaching the green area on the GPS I hit my approach button, I've had this work for me once, the very first time I tried it, it was in the learjet, and was the sweetest approach and landing I have ever seen, I want every landing to go this well and I tried it in a 757 ( thinking I've got it down and every landing will be perfect from now on) well it didn't work out, so I figure I need practice, I try it using the King air, this time when I kick on the approach button the aircraft lines up perfectly with the heading but never establishes a glide slope, I had to take over manually before I flew over the airport.
I can't find a complete, easy to follow list of how to configure everything for a perfect ILS approach, just bits and pieces, I don't know how I got it right in the learjet, but the plane basically landed itself, isn't that how it's supposed to work? I only took over for the flare and braking.
So I would sure appreciate it if one of you experts out there could help me out with some instructions I can print out and work with.
                                  Thanks
                                     Paz

Established on the localizer means that you have intercepted the runway extended centerline (the vertical needle on NAV1 is straight up - straight down) and the you have intercepted the glideslope (the horizontal needle on NAV1 is straight from left to right).  This is being established on the localizer.

One thing to consider... you said that you can't get it to intercept the glideslope, there are two reasons why... one, the other or both of these things are causing you not to be able to intercept the glideslope.

1. Not all airports offer a glideslope on their approaches
2. The airplane is not equipped with the proper equipement to allow it to fly the glideslope
3. Both 1 and 2.

Something I learned from real aviation that might help you: it helped me in FS:

You need to be ahead of the game in ILS approaches: as one of my instructors in flight school said: ALWAYS REMEMBER WHAT YOUR FINAL APPROACH COURSE IS.

This is because all of the vectors you get lead you to that dog-leg on final.  You should anticipate to receive a heading, altitude, and clearance. 

Bearing that in mind, you need to configure your aircraft for final at the base leg, and no later than the dog-leg to final.  With the aircraft configured, all you have to worry about is intercepting the localizer.

I say this because if you are trying to do all this especially changing speeds when the localizer is alive, the plane is likely not to successfully capture it because the AP is making too many adjustments.  This hapens in the real world too. 

Try this and see if it helps.

FLY NAVY :)