MD80 CREW FLIES THROUGH THE LOC ON APCH TO DFW WHEN CLRED TO INTERCEPT.

Narrative

APCHING DFW; APCH CTL WAS GIVING US NUMEROUS HDG AND ALT CHANGES. FO WAS FLYING AND WAS ALSO BRAND NEW ON THE ACFT. THIS WAS HIS FIRST TRIP AFTER HIS IOE. OUR LAST XMISSION FROM APCH CTL WAS A HDG TO INTERCEPT RWY 17C LOC; AN ALT TO CROSS PENNY AND A SPD TO CROSS THE OM; AND ALSO TO CONTACT TWR. AFTER I READ BACK THE CLRNC; I WENT BACK TO THE LNDG CHKLIST. JUST BEFORE I WAS GOING TO CALL TWR; I NOTICED THAT WE HAD JUST GONE THROUGH THE LOC. I QUICKLY TURNED THE ACFT TO THE L TO REINTERCEPT. SUPPLEMENTAL INFO FROM ACN 468049: APCHING DFW ON MY FIRST TRIP AFTER IOE; WE WERE GIVEN A RESTR -- A SPD RESTR -- CLRED TO INTERCEPT LOC AND A FREQ CHANGE TO TWR. WHILE CONCENTRATING ON A SMOOTH TRANSITION; I FAILED TO ARM THE LOC INTERCEPT BUTTON AND OVERSHOT THE FINAL APCH COURSE. ONCE WE NOTICED THE MISTAKE; WE MADE AN AGGRESSIVE CORRECTION AND WERE THEN CALLED BY TWR TO REINTERCEPT. THE REST OF THE APCH AND LNDG WERE UNEVENTFUL. ONCE PARKED AT THE GATE; THE CAPT AND I DISCUSSED THE MISTAKE AND HOW TO AVOID THE SAME MISTAKE IN THE FUTURE.