You need the code (technically just the ABI); the address is not enough.
For example, to view DAO contract:
Open your mist account and click the contracts tab
Click Watch Contract
For Contract Name type "The DAO" or whatever you want
Paste 0xbb9bc244d798123fde783fcc1c72d3bb8c189413 for the contract address.
Paste either the minimal or the full json interface depending on which one you need. Click OK
