I've recently bought the 737NGX package. It is a really fantastic piece of work. I love the sounds and the realism in it. However I cannot get the aircraft to lock onto L-NAV. The moment I engage my cmd autopilot the aircraft starts rocking and then L-Nav disengages. I've read the tutorial and I do not know what I'm doing wrong. Its getting very frustrating. Any help or suggestions would be welcome. It is detracting from my enjoyment of what is a fantastic aircraft.

Since you're following the tutorial ... check your hardware flight controls for sufficient null zones, 'noise' and spikes, re-calibrate.

Winds ?

check ur RTE page.

Any discontinuities?

aircraft has  to be  above  400  feet and in a level flight before  you can engage  the autopilot.   To engage  lnav  aircraft  has  to be  pointing   within 5  degrees to the first wayppoint I think by memory  but  could  be  wrong on this number