WHILE ON A FLT FROM EVANSTON, WY TO GLENWOOD, CO, THE PLT ENCOUNTERED "CLOUD TO GROUND" CONDITINS & DIVERTED TOWARD GRAND JUNCTION, CO. HE STATED THAT DUE TO A NAV PROBLEM, HE RADIOED GRAND JUNCTION TOWER TO VERIFY HIS POSITION. GRAND JUNCTION HAD NO RADAR & WAS HAVING DIFFICULTY TRYING TO GET A FIX ON THE ACFT. THEREFORE, THEY CONTACTED DENVER CENTER (DEN CTR). DEN CTR ESTABLISHED RADAR CONTACT AT 1849 MDT. THE TOWER INFORMED THE PLT OF HIS POSITION APRX 40 MI NORTHWEST & PROVIDED A FREQ TO CONTACT DEN CTR. HOWEVER, A SHORT TIME LATER, THE PLT REPORTED HE WAS UNABLE TO CONTACT DEN CTR. SHORTLY AFTER THAT, HE STATED HE WAS LOSING GROUND CONTACT. FOR THE NEXT 35 MIN, TOWER & CTR MADE EVERY POSSIBLE EFFORT TO HELP ORIENT THE PILOT & VECTOR HIM TO GRAND JUNCTION. THE PLT WAS UNABLE TO MAINTAIN A HEADING OR AN ASSIGNED ALTITUDE. SUBSEQUENTLY, THE PLANE CRASHED IN MOUNTAINOUS TERRAIN. DURING AN INVESTIGATION, THE NAV RECEIVER WAS FOUND ON 117.4 MHZ, THE GRAND JUNCTION VOR FREQ WAS 112.4 MHZ.