FLC OF B737-200 HAS RWY CHANGE WHEN BEING VECTORED ONTO LOC. THEY INPUT NEW INFO EXCEPT FOR THE NEW LOC FREQ. TWR ADVISES THEY ARE OFF COURSE AND GIVE THEM A MISSED APCH. NEXT APCH IS CORRECT.

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UPON INITIAL CONTACT WITH RDU APCH; WE WERE ADVISED TO EXPECT VECTORS TO ILS RWY 5L (FREQ 109.1). WE HAD BRIEFED ILS RWY 5R FOR APCH BRIEFING (NEARER TO OUR GATES); SO WE THEN BRIEFED RWY 5L. APCHING BASE LEG ON DOWNWIND; WE WERE ADVISED TO EXPECT ILS RWY 5R (FREQ 109.5). WE ACKNOWLEDGED AND REBRIEFED RWY 5R. WE WERE THEN VECTORED ONTO THE LOC AND TURNED OVER TO TWR; WHO ADVISED US WE WERE L OF COURSE. WE ACKNOWLEDGED THAT WE WERE SHOWING ON COURSE; TO WHICH TWR TOLD US TO TURN R AND CLB TO 3000 FT FOR MISSED APCH. WE COMPLIED; AND THEN REALIZED THAT WHEN GIVEN RWY 5R; WE HAD NOT CHANGED THE LOC FREQ FROM 109.1 TO 109.5. WE CONTACTED THE APCH CTLR; WHO GAVE US THE FREQ AT THAT POINT (109.5 FOR RWY 5R) AND WE PROCEEDED TO SHOOT RWY 5R ILS AND LAND WITH NO FURTHER INCIDENT. NO CONFLICT WITH ANY TFC OCCURRED AT ANY TIME. IN THE FUTURE; I WILL MAKE SURE TO SET NEW FREQ WITH NEW EXPECT CLRNC; IMMEDIATELY; OR IF I FEEL RUSHED TO MAKE THE CHANGE; INSIST THAT WE STAY WITH ORIGINAL RWY ASSIGNMENT.