Looking at the quote, there is only one answer.
You are on an ILS DME approach, you then lose your glideslope,
You are on the approach and then loose your glideslope. This indicates that you have already established the approach and the aid (either on the ground or in the aircraft) has become unservicable OR is out of tollerance. This then requires a missed approach. As mentioned previously; maintain safe height and fly to the missed approach point (fix) prior to starting the missed approach procedure. But, you would already know all that, because that is what you briefed in your approach brief - didn't you!
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