Selecting an ILS frequency it's the same than selecting a Tacan (VOR) frequency.
When at the top level of the radio menu (COM mode), press ILS (or TCN if you want select a VOR), then either select a tacan CHANNEL, typing a channel number in the scratchpad with the numeric keypad, pressing ENT, and then selecting X or Y
For a list of tacan channels, see here:
http://www.flightsim.com/cgi/kds?$=main/howto/tacan.htm
OR, if you don't want to use a tacan channel, just dial the frequency in the scratchpad and press ENT. For example, to select 108.9, dial 1-0-8-9 then ENT on the keypad. The tacan channel will be automatically figured out, so you should see your frequency converted into a tacan channel.
To see the ILS bars when approaching, be sure to press the ILS button on the HSI page of the DDI