As Jwscud said earlier, on the 737, including the NG, you need to disconnect the autopilot as well as cycle the flight directors to get out of approach mode. Of course, if the autopilot is not engaged, just cycling the flight directors will do it. Also, re-tuning the VHF nav receiver will also do it, as well as selecting TOGA.
If you turn the flight directors off with the autopilot engaged, the autopilot will stay in approach mode & the FMA indications will remain the same. The only thing that will happen is that the flight director bars will be removed from the PFDs.
Last edited by Oakape; 23rd Oct 2014 at 19:33.