EMS HELI PLT BEGAN APCH TO A RWY THAT WAS BELOW CHARTED WX MINIMUMS; AND DID NOT HAVE THE ACFT PROPERLY CONFIGURED FOR THE APCH.

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PART 91 REPOSITION FLT TO ZZZ IFR. I WAS CLRED FOR THE ILS APCH AT ZZZ. THE WX WAS AT OR BELOW VISIBILITY MINIMUMS; BUT KNOWING THAT; THE AWOS IS LOCATED NEXT TO A BOGGY AREA; IT GIVES ERRONEOUS READING CONCERNING FOG; WHICH WAS PRESENT. DURING THE APCH FROM PROC TURN THROUGH 500 FT AGL; I WAS VMC. AFTER COMPLETING THE PROC TURN; I CHANGED THE EFIS TO MONITOR THE LOC. THE INBOUND COURSE WAS 038 DEGS -- WHICH I HAD SET WHILE MONITORING THE GPS. WHEN I SWITCHED TO LOC MODE; THE COURSE SELECTOR WENT TO 138 DEGS; WHICH I DID NOT IMMEDIATELY NOTICE. THE ACFT IS EQUIPPED WITH AN MFD MOVING MAP DISPLAY; AND WHEN THE FLT DIRECTOR PICKED UP THE ILS SIGNAL; IT ATTEMPTED TO FLY A 138 DEG ILS COURSE. I NOTICED THE DISCREPANCY ON THE MOVING MAP ABOUT THE SAME TIME THAT CTR ADVISED ME THAT I WAS R OFF COURSE. I RESPONDED THAT I WAS CORRECTING; AND SINCE I WAS VMC AND ALSO WAS EQUIPPED WITH EGPWS; I THOUGHT THAT I COULD GET BACK TO COURSE PRIOR TO ENTERING THE FOG LAYER. CTR THEN ADVISED ME OF TERRAIN IN THE AREA AND SUGGESTED A MISSED APCH. I COMPLIED WITH THE ADVICE; MISSED AND WENT BACK TO THE NDB AND RE-SHOT THE COMPLETE APCH WITH NO PROBS EXCEPT THAT I DIDN'T BREAK OUT. THE PROB AROSE FROM THE FUNCTION OF THE ILS AND THE FLT DIRECTOR AND THE EFIS. IN ALL OTHER ACFT I HAVE FLOWN; WHEN AN ILS FREQ IS DIALED UP; THE COURSE SELECTOR HAS NO FUNCTION. AS A RESULT; I DID NOT DOUBLE-CHK THE COURSE SELECTOR. I DO NOT HAVE ANY IDEA WHY ANYONE WOULD USE AN ILS ON A COURSE OTHER THAN THE FINAL APCH COURSE OR BACK COURSE; SO WHY SHOULD THE COURSE SELECTOR EVEN WORK IN ILS MODE? I DID GET FULL NEEDLE DEFLECTION ON THE NEEDLE WHEN I PUT IN THE PROPER COURSE; BUT ELECTED TO CONTINUE BECAUSE I WAS VMC AND HAD A GOOD SENSE OF SITUATIONAL AWARENESS. I SHOULD HAVE IMMEDIATELY EXECUTED THE MISSED APCH INSTEAD OF WAITING TO BE PRODDED TO DO SO BY THE CTR CTLR. THE CTLR ACTED IN A VERY PROFESSIONAL MANNER AND WAS ABSOLUTELY CORRECT IN RECOMMENDING THE MISSED APCH. IN OTHER SITS; HIS ACTIONS COULD HAVE SAVED LIVES. I APPLAUD HIM.