FSD Seneca V with Auto Pilot

Hi Everyone:)Unsure if this is a problem related to just my install of the Seneca or others.I have this installed in both FS2002 & FS2004 and get the same response when intercepting the localizer for a ILS approach.Once the Seneca begins to intercept the localizer, I switch on the approach switch which would cause heading hold to turn off but leaves the Altitude hold on.Normally the Alt. hold will remain on until the Glide Slope is intercepted.In the case with this aircraft the Alt. hold turns off once the Approach is activated causing the pilot to manually fly the plane until the GS is intercepted.Anyone who has this aircraft for either of the two F.S. advise if they are having the same problem or is it something I am forgetting to do.P.S. I have been using M.S.F.S. since its inception in the 80'sTks. in advance for any assistance.Kenny G.