NEW FO (PF) AND CHK PLT ON FIRST REVENUE TRIP GET BEHIND THE ACFT AND HAVE TO MISS THE APCH AT ORD TWICE.

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INCIDENT OCCURRED WHILE BEING VECTORED FOR AN ILS APCH TO RWY 22R AT ORD. THE FLT WAS MY VERY FIRST LEG AS PF AS AN INITIAL UPGRADE FO. WE WERE GIVEN VECTORS THAT PARALLELED THE FINAL APCH COURSE FOR SEVERAL MI. WE WERE SLOWED AND CONFIGURED. NEARLY ON TOP OF THE MARKER AND ABOVE GS; WE WERE GIVEN A 30 DEG INTERCEPT TO FINAL AND CLRED FOR THE APCH. THE FLT GUIDANCE WAS SET FOR THE LOC BUT WE OVERSHOT LEAVING US HIGH AND OFF COURSE. THE CTLR DIRECTED A CLB TO 4000 FT AND A VECTOR HDG; THEN GAVE US A TURN TO 270 DEG. WE WERE EXPECTING VECTORS BACK TO 22R BUT INSTEAD WERE TURNED NW AND CLRED FOR THE ILS TO 27R. IF THE CTLR EVER SAID TO EXPECT 27; NEITHER THE CAPT OR I EVER CAUGHT IT. AGAIN; WE WERE TIGHT TO THE MARKER (STILL CONFIGURED); BUT DUE TO BEING TOTALLY UNPREPARED FOR AN ILS TO 27; WE WERE UNABLE TO COMPLETE THE APCH. WE WERE SUBSEQUENTLY VECTORED FOR A SUCCESSFUL APCH TO 22R. THE WHOLE SITUATION WAS A CLASSIC CASE OF MULTIPLE HUMAN FACTORS; BRAND NEW CREW; WORSE THAN FORECAST WX; WITH 'SLAM DUNK' APCHS FROM A LESS THAN HELPFUL CTLR. ALL ADDED UP TO TASK SATURATION AND INABILITY TO GET ON THE GND UNTIL WE SORTED EVERYTHING OUT. NOBODY GOT HURT; I DON'T THINK ANY RULES GOT BROKEN. YES WE WERE SLOW TO RESPOND TO SOME CTLR'S DIRECTIONS WHILE WE TRIED TO SORT OUT WHAT WAS GOING ON; BUT IT WAS CERTAINLY NOT COMFORTABLE; AND I WILL BE HAPPY TO NEVER REPEAT THE SCENARIO. SUPPLEMENTAL INFO FROM ACN 203115: TRYING TO HELP THE FO GET SITUATED AND BE PATIENT I HAD THE FEELING THINGS WERE NOT GOING WELL WHEN WE HAD TO RE-INTERCEPT THE LOC. I DID NOT NOTICE THE BANK SELECTOR SET AT ONLY 10 ON THE FLT GUIDANCE PANEL. THIS DID NOT HELP IN AN EXPEDITED DEP. TRYING TO TALK THE FO THROUGH THE PROC; I MISSED THE INTENTION OF THE CTLR TO HAVE US INTERCEPT AND FLY THE 27R ILS. THE CTLR WAS UPSET AND SO WAS I. IT WAS NOT MY INTENTION TO CONTRIBUTE TO HIS ALREADY HIGH WORKLOAD. HAVING TO REPEAT INSTRUCTIONS TO THE FO AND ATC DID NOT HELP. WE LATER LANDED ON 22R WITHOUT INCIDENT. MY ERROR IN JUDGEMENT OF THE NEW FO CONTRIBUTED TO THE PROBLEM; ALONG WITH SOME HASTY WORDS FROM THE CTLR SEEMED TO DESTROY THE CONFIDENCE HE HAD AT THE TIME OF THE OCCURRENCE.