THE PILOT WAS ON HIS SECOND TRY AT EXECUTING THE LOCALIZER 27 APPROACH AT WINDHAM AIRPORT (ELEVATION; 247 FEET). HE REPORTED THAT HE WAS TOO HIGH ON THE FIRST TRY, SO HE DID A MISSED APPROACH. THE PILOT STATED THAT ON HIS SECOND TRY HE CROSSED THE FINAL APPROACH FIX AT THE PUBLISHED ALTITUDE AND THEN DESCENDED TO THE MINIMINUM DESCENT ALTITUDE: 1020 FEET. AT 1100 FEET, HE ASKED THE PASSENGER TO LOOK FOR GROUND LIGHTS. SHORTLY AFTERWARDS THE AIRPLANE CRASHED WHEN IT STRUCK TREES. THE ACCIDENT SITE WAS ON THE LOCALIZER COURSE INBOUND, 3.8 DME MILES FROM THE AIRPORT. EXAMINATION OF THE AIRPLANE, INCLUDING THE ALTIMETER, DID NOT DISCLOSE EVIDENCE OF MECHANICAL MALFUNCTION. THE PILOT HAD 29 HOURS OF NIGHT FLIGHT TIME AND 3 HOURS OF ACTUAL INSTRUMENT FLIGHT TIME. HE OBTAINED AN INSTRUMENT RATING JUST OVER A MONTH BEFORE THE ACCIDENT.