ACR ADVCKPT MLG FLC UNFAMILIAR WITH ALB MAKES A VISUAL APCH FROM A DOWNWIND; BUT MISTAKENLY LINES UP WITH THE RWY AT SCH UNTIL CTLR CALLS ERROR TO THEIR ATTN.

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UPON ARR IN THE ALBANY; NY; AREA; APCH CTL BEGAN VECTORING US FOR A R DOWNWIND ENTRY TO RWY 19 ALB. 6 MI SW OF SCHENECTADY ARPT; WE RESPONDED TO ATC THAT WE DID HAVE THE FIELD IN SIGHT. WE WERE THEN CLRED FOR THE VISUAL APCH TO RWY 19 ALB. WE SET OUR RADIOS UP FOR THE ILS 19 ALB APCH; AND MADE A DSNDING; VISUAL COURSE REVERSAL TO THE FINAL APCH COURSE. WHEN ESTABLISHED ON FINAL; WE NOTICED THAT OUR COURSE; CTRLINE; AND GS WERE INCONSISTENT WITH THE ILS 19 ALB. APCH CTL NOTICED OUR LINEUP FOR THE SCHENECTADY RWY AND PROVIDED RADAR VECTORS TO ALB RWY 19. NEITHER CREW MEMBER HAD BEEN INTO ALBANY BEFORE. FMS 'MAP FAIL' ON MLG WITH BOTH RADIOS SET TO ILS 19; ALB. RAW DATA FOR ILS WAS NO HELP UNTIL ESTABLISHED ON FINAL; AFTER COURSE REVERSAL FROM DOWNWIND. ONLY THEN WERE GS AND LOC INDICATIONS USABLE FOR VERIFYING THE CORRECT POSITIONING FOR OUR VISUAL APCH (ADF BEARING ALSO HELPFUL ONLY ON FINAL). ALB APCH VECTORED US FOR THE ALB ARPT. BUT THEIR VECTORS HAD US IN A PERFECT POS FOR A R DOWNWIND FOR A NEARLY PARALLEL RWY AT SCHENECTADY. WHEN ASKED IF WE HAD THE FIELD IN SIGHT; WE WERE LOOKING STRAIGHTAWAY AT SCHENECTADY; ALB WAS 10 MI BEYOND. CAUTION SHOULD BE EXERCISED HERE; BOTH BY FLCS AND APCH CTL. THE 'SOP' OF SETTING BOTH RADIOS TO THE ILS FREQ WHEN VECTORS FOR THE APCH BEGIN; CAUSED OUR 'MAP FAIL' (FMS LNAV) AND REMOVED OUR ACCESS TO VOR BEARING/DME.