THE NON-INSTRUMENT RATED PRIVATE PILOT DEPARTED IN INSTRUMENT FLIGHT CONDITIONS AGAINST THE ADVICE OF SEVERAL PEOPLE HE TALKED TO. APPROXIMATELY 1 HOUR AND 30 MINUTES AFTER DEPARTURE THE FIRST OF FOUR OR FIVE MAYDAY CALLS WERE HEARD BY BRIDGEPORT RADIO AND AN AIRCRAFT FLYING IN THE BRIDGEPORT, CT AREA. ELT SIGNALS WERE HEARD DURING VARIOUS ATTEMPTS TO MAKE CONTACT WITH N9715W AND PRIOR TO THE LAST KNOWN TRANSMISSION FROM THE AIRCRAFT WHICH WAS ABOUT 30 MINUTES BEFORE THE ACCIDENT. A WITNESS, WHO LIVES NEAR THE OUTER MARKER FOR THE ILS AT RUNWAY 16 AT WESTCHESTER COUNTY AIRPORT, HEARD AN AIRCRAFT FLY OVER HIS HOUSE TWICE, THE SECOND TIME HE THOUGHT THAT IT WAS GOING TO COLLIDE WITH THE GROUND. HE STATED THAT THE TIME WAS ABOUT 0130 AND THE WEATHER WAS 'ZERO, ZERO.' THE AIRCRAFT COLLIDED WITH TREES IN HILLY TERRAIN NEAR THE AIRPORT.