If you like to create a lookup column who looks in list of other webs follow these steps:
- create a new column in your list
- type ist lookup
- connect to another list of same web
- open WSSListConfigurator
- use url of the list to connect
- select correct list
- select your new field
- now the WSSListConfigurator recognize that it is a lookup-column and show you the tabpage "Lookup"
- select the web you want to connect
- select the list
- select the field which should be used to display values
- click "Update column"
Thats all!