DSCNT BELOW SAFE ALT AND A MISSED APCH PERFORMED BY A SF340 FO AFTER REALIZING THAT ACFT WAS BELOW THE CORRECT ALT AFTER A LAST MIN CHANGE IN APCH TO RWY 28L AT PIT; PA.

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WHILE OPERATING A FLT INTO PIT; I RECEIVED THE ATIS FROM PIT AT AROUND 45 MI FROM PITTSBURG ARPT. WE BEGAN OUR CHKLISTS AND ARR PREPARATIONS WITH AN APCH BRIEFING FOR THE ILS RWY 28R. OUR VECTORS FROM PIT APCH SEEMED NORMAL AND GAVE US NO INDICATION THAT WE HAD SET UP FOR THE WRONG APCH. WE WERE GIVEN VECTORS TO MMJ (112.0) AND THEN 100 DEG HDG AND 6000 FT MSL. WE WERE CLRED DOWN TO 4000 FT MSL THEN HDG OF 190 DEGS; THEN 250 DEGS; 170 KTS; AND 4000 FT UNTIL ESTABLISHED CLR FOR THE ILS. I READ BACK HDG; SPD; ALT; AND 'CLRED FOR THE ILS RWY 28R.' ATC CORRECTED ME FOR ILS RWY 28L. MY FO (PF) FLIPPED THE PAGES ON HIS APCH PLATES AND SWITCHED FREQ. THE LOC FOR THE AUTOPLT WAS ALREADY LOCKED TO RWY 28R AND APPEARED TO BE CAPTURING. WE SET THE MISSED APCH ALT INTO THE ALT PRE-SELECTOR; WHICH BROKE THE ALTS MODE. MY FO BEGAN A DSCNT TO RECAPTURE THE GS; WHICH APPEARED TO BE BELOW THE ACFT. THE AUTOPLT DID NOT APPEAR TO BE HOLDING THE LOC OR RECAPTURING THE GS; SO HE MADE A DECISION TO EXECUTE A MISSED APCH. AT THE SAME TIME ATC INSTRUCTED US TO FLY HDG 280 DEGS AND CLB AND MAINTAIN 3000 FT. WE COMPLETED THE MISSED APCH PROC AND RECEIVED VECTORS FOR ANOTHER APCH TO ILS RWY 28L. WE REBRIEFED FOR THE ILS TO RWY 28L; AND UPON READING THE FREQ; HE REALIZED THAT HE HAD PUT IN THE FREQ FOR THE ILS TO RWY 32 ON THE PREVIOUS APCH. THIS CAUSED THE LOC TO APPEAR UNRELIABLY L OF COURSE; AND THE GS LOWER THAN THE ACFT. WE COMPLETED THE NEXT APCH NORMALLY AND LANDED AT PIT. WE CALLED THE TRACON SUPVR. WE WERE TOLD THAT NO PAPERWORK OR INFO WAS NEEDED FROM US. AS I REFLECT ON THIS EVENT; I REALIZED THAT AS A CREW; SEVERAL TIMES DURING THIS EVENT WE COULD HAVE CHANGED THE OUTCOME BY MAKING A WISER DECISION; SUCH AS; REQUESTING A DELAYED VECTOR SO WE HAD MORE TIME TO FOLLOW APPROPRIATE PROCS; LIKE FULLY BRIEFING THE APCH. APPARENTLY; WE ALLOWED OURSELVES TO BE RUSHED; THEREFORE; WE SERIOUSLY ERRED BY DIALING IN THE WRONG FREQ AND FLYING THE WRONG APCH. EVEN THOUGH I WAS NOT THE PF; AS THE CAPT; I REALIZED THAT ULTIMATELY; IT IS MY RESPONSIBILITY. I HAVE LEARNED A GREAT LESSON. SUPPLEMENTAL INFO FROM ACN 573927: WE REALIZED THAT IN OUR EFFORTS TO EXPEDITE A FAILED APCH ATTEMPT; WE HAD PUT IN THE WRONG FREQ FOR THE ILS. LOOKING BACK ON THE FLT AS WELL AS THE CHAIN OF EVENTS THAT LED TO THE RESULTING LOWER THAN SAFE ALTS THAT THE ACFT HAD REACHED; THERE WERE SEVERAL POINTS ALONG THE RTE; THAT COULD AND SHOULD HAVE LED US TO DIFFERENT ACTIONS AS A CREW. I FEEL THAT AS THE PF; I SHOULD HAVE RECOGNIZED THE SIT; AND REQUESTED DELAY VECTORS FROM ATC.