THE PILOTS DEPARTED WITH FULL FUEL TANKS FOR THEIR FIVE HOUR FLIGHT. THEY WERE GIVEN SEVERAL ALTITUDE CHANGES WHICH AT TIMES, PUT THEM INTO GREATER THAN EXPECTED HEAD WINDS. THEY ALSO WERE GIVEN ONE SIGNIFICANT OFF COURSE VECTOR. LATER IN THE FLIGHT, THEY ELECTED TO STOP SHORT OF THEIR DESTINATION FOR FUEL. DURING THEIR ILS APPROACH IN IMC CONDITIONS. THE AIRCRAFT RAN OUT OF FUEL AND THEY CRASHED INTO A PARTIALLY WOODED AREA.