I am trying to determine the steps for exiting a holding pattern for a RNAV approach (using GPS). Using the GNS530 and autopilot in NAV mode, the aircraft properly entered the holding pattern. However, I could not determine how to tell the autopilot to exit the holding pattern and begin the approach. Do I go into the FPL page and activate the next leg in the approach, or is there something I do in the PROC page? I could not get it to work when flying the BN-2 Islander yesterday. It's probably simple but I am a bit dense in my older years. Thanks for any help!

If you're on a missed and holding just go to PROC and reactivate the approach at whatever fix you want.  If you're flying a hold in lieu of (if you approach the IAF from another direction and you entered a holding pattern to get lined up with the runway) it should automatically sequence exiting the hold...that's what the real GNS would do (or Reality xp if you own that!).  

If it's not exiting the hold you'll need to either go to PROC and activate approach or (assuming you are on the final approach course), just activate "vectors to final"

OK. Thanks much Ryan. I will give these a try.