... you have to edit the SQLite file for the widget!!! Once you've added them to the database it all works perfectly, but what a pain in the butt to have to do it that way around.
Firefox users whould get the SQLite Manager addon to edit the file - PC users will find it in their Local Settings Application Data Yahoo Widget Engine Widget Data Yahoo! Finance folder in your profile folder in C:\Documents and Settings\
The file is called "finance data.db"
Can't help Mac users - I don't have a Mac to test with.
As one of the most important indices in the world you'd have thought you'd be able to add the FTSE100. I'd bet if the Dow Jones or NASDAQ couldn't be added somebody would have fixed this by now. Come on Yahoo!, there's a world outside Nort AMerica you know.
Just noticed that the odd behaviour of not being able to add certain stocks is because the grabber of http://finance.yahoo.com/xml/findsym?s= doesn't work correct. Thus the widget would work if the XML-Grabber of Yahoo would work :-)