THE PILOT OF THE PIPER PA-46-310P ATTEMPTED TO OVERRIDE HIS AUTOPILOT DURING A LOCALIZER INTERCEPT. HE HEARD THE STALL WARNING HORN, MISIDENTFYING IT AS THE LANDING GEAR HORN. HE STATED THAT HE THEN LOWERED THE LANDING GEAR. HE SAID THE AIRCRAFT THEN STALLED AND ENTERED A SPIN. DURING HIS SPIN RECOVERY ATTEMPT, HE BROKE OUT INTO VISUAL CONDITIONS. HE REENTERED THE CLOUDS AND WAS VECTORED FOR A SECOND ILS APPROACH, WHICH WAS SUCCESSFUL. THE UPPER WING SKINS ON BOTH WINGS WERE FOUND TO HAVE BEEN WRINKLED DURING THE EVENT.