Okay, try this step by step:
1) Start a flight as usual (make contact with ATC...etc)
2) When you get near the airport, ATC will tell you which runway you will land on. Go to the map and find the frequency and heading of the runway.
3) Enter the heading in the Course selector
4) Open the Radio Stack and enter the frequency in NAV1, switch the frequency to active, then activate NAV1
5) Keep following ATC directions and when close to the airport, you should hear the morse beeps which verifies you have the right frequency.
6) Look on your display and when the Glidescope has been captured, click the APP or APR button (Approach)
7) Maintain speed and other controls and the autopilot will automatically turn off the heading and altitude hold.
😎 When you are about to hit the runway, disengage Autopilot, Autothrottle and Approach.
Try that and see if it works. I'd like to point out though that I (even though I know its not correct procedure) enable Approach when am told which approach I follow.
By the way, have you tried it at multiple airports and with a Boeing aircraft?