Hi Jari,
You should be able to use either "go to... asteroid" and enter J002E3,
_or_ "go to... object" and enter J002E3. To get it to show up, you'll
have to make sure asteroids are displayed.
If they still don't show up, then make sure you've downloaded the
J002E3-specific file mentioned at
http://www.projectpluto.com/new.htm#j002e3
and unZIPped it in your Guide directory.
-- Bill