Flight Director question

Ok so i've read what there is on here regarding FD but am still confused.

I want to be set up the FD cross hair lines so i can follow them in terms of height/heading down to the runway. I dont want full AP control, I just want manual guidance from the pink lines in the left hand artificial horizon screen that come up when you select FD. I set up the Nav1 radio to the ILS frequency of the runway and leave the heading and altitude switches on for the AP but leave the AP main switch off (as per the tuition guide in FSX). I enter the bearing of the runway into the course box. Then i switch FD on and make sure the NAV is on rather than GPS. All this is done as well as setting it up via GPS (not sure if this is needed) so i get the red approach line in GPS.

When all this is done although i get indication as to whether i'm high or low, the pink line for heading (ie left or right) never moves off centre line in the left hand main screen. Why is this? Am i doing something wrong here?