Why would autopilot fail to engage?

I've had a few flights recently in the PMDG737 when, immediately after takeoff, I was able to set VNAV and LNAV, but the autopilot light won't come on, and the flight is more or less uncontrolled. After about 20 or 30 minutes of fighting with the plane, eventually the sim will let me engage the autopilot, but I was curious if this was by design. If so,under what circumstances will the autopilot not engage?On both occasions, I was attempting a return flight without first shutting down/restarting Flight Simulator, and I wonder if there's something in the FMC or other settings that I needed to reset?Jeff Clark