C182 pilot reported descending below minimum sector altitude during approach and receiving a low altitude alert from ATC. Pilot climbed to safe altitude.

Narrative

Weather en route to ZZZ was acceptable; but storms were beginning to encroach on the airport during my arrival. ATC initially suggested Runway XX; but due to approaching weather from the west; they recommended the ILS XY approach instead.I accepted the approach; but after selecting it; I realized that I had inadvertently passed through the final approach course. I later discovered that I had tuned the wrong frequency for the localizer. I informed ATC; who gave me a heading of 060 to re-intercept the approach course.Shortly after; ATC advised that I had dropped below the MSA (Minimum Sector Altitude) of 3000 feet. I began regaining altitude. ATC then suggested that I attempt a visual approach to Runway XZ; as another pilot had just landed that way. I accepted this suggestion and landed safely just as the storm overtook the field.In hindsight; I believe it would have been better to request a hold from ATC while I properly configured the avionics and prepared for the ILS XY approach. I felt rushed and increasingly anxious about the storm's approach and my ability to land safely.