THE PILOT RECEIVED WEATHER BRIEFINGS ALONG HIS ROUTE OF FLIGHT THAT INDICATED LOW CEILINGS AND REDUCED VISIBILITY. DURING THE ILS APPROACH TO RUNWAY 34, THE PILOT ADVISED THE CONTROLLER THAT HE HAD LOST THE GLIDE SLOPE, AND REQUESTED AN AIRPORT SURVEILLANCE RADAR APPROACH (ASR). THE CONTROLLER STATED THAT HIS SCOPE IN THE TOWER SHOWED THE FLIGHT PATH IN THE GREEN, AND HE APPROVED THE ASR APPROACH. THE NEW MINIMUMS WERE PROVIDED TO THE PILOT AND HE WAS CLEARED TO LAND. AT ABOUT ONE HALF MILE FROM THE RUNWAY, THE PILOT EXECUTED A MISSED APPROACH. THE CONTROLLER GAVE THE PILOT THE MISSED APPROACH INSTRUCTIONS; HOWEVER, THE PILOT TRANSMITTED THAT 'JUST A LITTLE BIT LOWER, WE JUST SAW THE RUNWAY LIGHTS' RADAR & RADIO CONTACT WAS LOST. THE AIRCRAFT WAS LOCATED ONE QUARTER MILE NORTH OF RUNWAY 34 WHERE IT COLLIDED WITH TREES AND A ROAD.