GNU/Linux

... or, actually, to Perl’s Finance::Quote, under Ubuntu 11.10:

1. Clone one of the source modules in /usr/share/perl5/Finance/Quote (came with libfinance-quote-perl), say, Morningstar.pm, and place it under a new name into /usr/local/lib/perl/5.12.4/Finance/Quote, say, as Morningstar/AT.pm. (That’s what I did, I’ll probably make that module available.)
2. Modify this module into a uniquely new entity, providing appropriate IDs, like morningstar_at.
3. `perl -e ‘use Finance::Quote::Morningstar::AT’` should not display anything—especially no error.
4. Copy /usr/share/perl5/Finance/Quote.pm to /usr/local/lib/perl/5.12.4/Finance and add Morningstar::AT to @modules.
5. Execute `gnc-fq-dump | grep --color=auto morningstar`, you should see both morningstar and morningstar_at.

Your new quote source should now be available to GnuCash:

6. Go to Tools → Security Editor → Add (or Edit) and enter the appropriate “Symbol/abbreviation” and “ISIN, CUSIP or other code”—note that the symbol is not the ISIN in the case of Morningstar.at, it’s the ID in the URL! Check Get Online Quotes, switch to Unknown and select morningstar_at.
7. Go to Tools → Price Editor and click Get Quotes. After a few seconds you should see new entries with the current prices.