HDG TRACK DEV DURING RWY CHANGE IN PROGRESS DURING IAP ILS APCH.

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WE WERE BEING VECTORED FOR AN APCH TO RWY 4 AT MSP. AS WE WERE BEING VECTORED I HEARD THE ACFT AHEAD BEING CLRED FOR THE ILS TO 11R. APCH CTLR GAVE US A HDG AND I ASKED IF THIS WAS STILL FOR RWY 4. THEY SAID NO; A CHANGE IN ATIS AND RWYS; THIS WAS FOR RWY 11R. AT THIS TIME THEY HAD GIVEN US 'SLOW AT 8000 FT TO 210 KTS THEN DSND TO 6000'; AS WE WERE SLOWING THEY SAID 'SLOW TO 180 KT DSND TO 5000.' I WAS BUSY PULLING OUT AN APCH PLATE FOR THE NEW RWY; WE WERE IFR; AND THE SO WAS BEGINNING THE LNDG CHK. ON HIS CALL 'APCH FREQ'S AND COURSES' I REPLIED WITH THE COURSE AND FREQ; AT THIS TIME APCH GAVE US CLRNC FOR THE ILS. I WAS DIRECTING MY ATTN TO MY INSTS (CAPT HAD ACFT ON AUTOPLT). I NOTICED WE WERE GOING ABOVE THE GS; AND SAID 'WE'RE ABOVE THE GS; WE'RE CLRED FOR THE ILS' WHEN THE ACFT 'JUMPED'. AT THIS TIME THE CAPT SAID 'I'VE GOT A LOT OF FLAGS'. THE SO LOOKED OVER AND SAID 'YOU DON'T HAVE THE R COURSE IN THE WINDOW.' AT THIS TIME I SAID 'DO YOU WANT ME TO TAKE THE ACFT?' AND THE CAPT SAID YES. AT ABOUT THIS EXACT TIME APCH CTL CAME UP AND SAID WE WERE DRIFTING OVER TO 11L; WE WERE CLRED FOR 11R. WE ACKNOWLEDGED HIS XMISSION AND BY THIS TIME THE CAPT; WHO HAD BEEN TUNED INTO RWY 4 ILS HAD SWITCHED OVER AND TOOK THE ACFT BACK. THIS DEV OCCURRED FOR NUMEROUS REASONS. APCH INCREASED OUR WORKLOAD WITH NUMEROUS XMISSIONS FOR ALT; SPD AND HDG CHANGES AS THE ATIS CHANGED AND WE WERE IN A BUSY COCKPIT ENVIRONMENT. THE CAPT MISSED THE CALL FOR THE CHANGE IN RWY AND HAD THE WRONG FREQ AND COURSE DIALED IN AND IT WASN'T CAUGHT BY FO OR SO. SOMEHOW THE CAPT DROPPED OUT OF THE LOOP WITHOUT THE FO OR SO CATCHING IT. EVERYTHING CAME TOGETHER AT THE TIME (LNDG CHK) THAT THIS WOULD HAVE BEEN CAUGHT ANYWAY. LOOKING BACK I THINK APCH COULD'VE MADE A XMISSION THAT ALERTED EVERYONE THAT A RWY CHANGE WAS OCCURRING AND TO CHK THE PROPER FREQ SET.