Hi Vincent,
Dunno why that wouldn't work... how about when going through
Go To, Star, Double Star?
It _could_ be you have an un-updated version of Guide. I didn't
get around to adding the ability to use Go To... Object Name with
double stars until pretty recently.
As to setting up the current WDS: take a look here:
http://www.projectpluto.com/extras.htm#WDS
That will provide instructions and a small file to download that
ought to get things working.
-- Bill