Markus,
Stellarium does not support custom catalogues, but
Cartes du Ciel
does.
A good summary of the large major DSO catalogues (and links to
them) can be found on the Distro Astro site:
http://www.distroastro.org/catalogs/
The zip format is tar.gz and the line returns are also Linux-style,
so a non-Linux OS will need something like 7-Zip and gEdit to read
the catalogues.
Note that all of these catalogues are already included in
Cartes
du Ciel in Distro Astro 3, so to display prominent objects you
could just download the live DVD and adjust the magnitude settings.
(Even dark nebulae have been assigned "magnitudes" ending in .99
so that the
Cartes du Ciel can display only prominent objects, if
you wish.) For additional stars, you can add the Tycho-2 (to mag 11)
or the UCAC4 (to mag 16).
-- sutekh