AP won't engage :(

[Jeffory]

I purchased the Marquise for XP12 a while back but have just gotten around to trying to fly it.  Flying in 5 blade OEM mode. (though I have the same problem with all acf versions)

I swear I am following the manual, but cannot get the AP to engage.   In flight (or on the ground), engines running, inverter on, the TURN knob is centered (in the detent), the left radio switch is on, MASTER SWITCH normal and the aircraft is flying healthy, but when I hit the AP button on the center console, the YD ENGAGE light comes on, but the AP ENGAGE just doesn't.  

It makes me sad.   Does anyone have any idea what I've missed?

[meierzwo]

And what Mode are you trying to fly with the AP?

With the GPS Radio Stack (I don't use the OEM Version):
Set the Heading Bug to the Direction you are flying, hit the HDG Button at the AP Mode Panel (plus ALT) and then switch on the AP.

What happened now? What happened when you moving the Heading Bug to a new Direction? You should be now in Heading and Altitude Mode.
If you want to follow a Flight Plan set or loaded into the Garmin, hit the NAV Button. Following the Magenta Line with GPS. Set CDI in the Garmin to GPS and and switch GPS on with the Switch in Front of you.