Merry Xmas Everyone!
Long time lurker, first time poster here. Thought I'd chime in as I had a few difficulties getting Lovejoy to appear in my version of Stellarium too but managed to get it to work after following a few additional steps past what Michaellxv posted above:
Configuration window (F2)->plugins->solar system editor->configure->solar system->import orbital elements in MPC format->click on 'Comets' and on the same screen select 'MPC's list of observable comets' from the drop down menu->then click 'get orbital elements'. A progress bar will appear at the bottom right hand corner of the screen and once completed another screen will appear titled 'Import Data'->click 'Mark all' and finally click 'Add Objects'.
Once you have performed these steps, exit out of all menu's and using the Search function enter "C/2011 w3" (without quotations) and click search, typing just 'Lovejoy' in doesn't seem to work.
I'm using Stellarium 0.11.1.
Hope this helps!
I'm yet to see Lovejoy despite being out the last three mornings. *yawn* Two of which were in metro Melbourne and this morning in Gippsland (Stratford). Gonna try again this morning but don't like my chances with all these storms around.
Hoping my persistance pays off eventually...
All the best!