737 NG 600/700 FMC Problems

I"m a new member so be gentle. I have Flight Sim 2004 and I have PMDG 737 NG and also US Regional Airliners installed on my computer. I'm running windows XP. The problem I'm having is, when I'm using the PMDG mode with a 737-700 or other The Approach and landing never works as outlined in the manual. The aircraft follows the entire route until it gets to the destination airports. Then it falls apart. I have never been able to get the Approach Switch to iluminate or ever work. The vor switch shows it is enabled, but when I try to switch to the Approach command and it will not work. Anyone have any ideas or ever run into problems with the FMC in their simulations???????