THE PLT HAD LANDED AT ATLANTIC CITY, NJ AT APRX 1545 WHILE EN ROUTE TO OXFORD, CT. BEFORE TAKING OFF, HE CONTACTED TWO FSS'S AND BOTH ADVISED THAT VFR FLT WAS NOT RECOMMENDED. THE NON-INSTRUMENT RATED PLT TOOK OFF AT APRX 1920 LOCAL TIME WITH NO FLT PLAN. AT 2102, HE CONTACTED ATLANTIC CITY APCH CONTROL. HE REPORTED THAT HE WAS ON A VFR FLT AT 1500 FT, HAD ENCOUNTERED IMC, AND REQUESTED ASSISTANCE TO LAND AT ATLANTIC CITY. THE PLT WAS ADVISED THAT IFR WX CONDITIONS PREVAILED AT ATLANTIC CITY, THEN THE ACFT WAS RADAR IDENTIFIED APRX 3 MI EAST OF THE ARPT. SHORTLY AFTER THAT, THE PLT REPORTED THAT HE HAD THE ARPT LIGHTS IN SIGHT AND WOULD CIRCLE TO LAND. HOWEVER, HE SUBSEQUENTLY STATED HE HAD LOST THE LIGHTS. THE PLT WAS THEN ADVISED THAT A SEARCH FOR VFR WX WAS BEING CONDUCTED, TO WHICH HE ACKNOWLEDGED. AT 2210, RADIO CONTACT WAS LOST WHEN THE ACFT CRASHED ON ARPT PROPERTY. THE WRECKAGE WAS LOCATED IN A WOODEN AREA APRX 2000 FT WEST OF THE APCH END OF RWY 13. INITIAL IMPACT WAS WITH A TREE WHILE ON A NORTHERLY HEADING.