THE ACFT WAS ON A FLT TO CHADRON VIA CHADRON VOR. ABT 30 MI SSE OF THE VOR, THE PLT REQD & WAS CLRD TO FLY DRCT TO ACKMEIAF FOR AN NDB RWY 2 APCH. THE ACFT CONTD TWD THE VOR WHICH WAS IN THE SAME GENERAL DRCTN, BUT 11.9 MI SOUTH OF ACKME. THE NDB WAS AT THE ARPT. ACKME IAF WAS 9 MI SW OF THE ARPT ON A BRG OF 227 DEG & DEFINED BY AN INTXN WITH THE 356 DEG RADIAL OF THE VOR. ABT 3 TO 4 MI SE OF THE VOR, RADAR SVC WAS TRMTD & FREQ CHG WAS MADE. SUBSEQUENTLY, THE ACFT STRUCK TREES ON A RIDGE & CRASHED. INITIAL IMPACT OCCURRED IN WINGS LVL FLT AT APRX 4480' ON A DRCT ROUTE BTN THE VOR & ACKME IAF. AN INV REVEALED THAT AFTER THE FREQ CHG, THE ACFT CONTD TO THE VOR, THEN MNVRD AS IF THE PLT WAS FLYING THE NDB APCH, BUT WAS USING THE VOR AS THE IAF. RADAR DATA SHOWED CTC WAS LOST AFTER A PROCEDURE TURN WAS MADE & THE ACFT WAS OUTBND ABT 6 MI NE OF THE VOR. THE CRASH SITE, HOWEVER, WAS ABT 3 MI WSW OF WHERE RADAR CTC WAS LAST RECORDED. THE WX AT CHADRON WAS IN PART: 500' OVC, 1.5 MI VIS WITH LGT SNW & FOG. NO PREIMPACT PART FAILURE/MALFUNCTION WAS FOUND.