In conjuction with Gary's post below, instead of deleting all those lines - you can instead change the text in all the places mentioned in his post from:
ywidgetv2 to be ywidgetv3
Seems to be working when I changed this. I assume they forgot to change this when they updated to v3. Not sure why this fix hasn't happened on this website when it took me 3 minutes to do myself.
I'm not sure what the developers were thinking, but the changes introduced in 1.03 break access to DJI (and maybe other indices). 1.02 had been working fine for me until I was forced to update. With some help I've fixed my copy and thought I'd share the steps needed to get DJI working again.
Drop your Finance widget onto the converter and uncompress it. Your widget is in My Documents/My… Widgets; the expanded folder will be found there as well. Sorry I can't help the Mac folks with this, as I use WinXP.
Edit the file Yahoo! Finance/Scripts/Main.js (any text editor will do) and remove the string 'appkey=ywidgetv2;' from line 565, '&appkey=ywidgetv2' from line 1768, and the same from line 433. Don't remove any double quotes, but do remove the preceding ampersand. These are the only changes between 1.02 and 1.03.
Save the file then drop the Yahoo! Finance folder back onto the widget converter and have it recreate a Flat File. It will probably give it a new name such as Yahoo! Finance 2. You can rename the old version and then rename the updated file. If you collapse then expand your dashboard it should see the new file.
Load the widget and search for DJI in the indices. Searches for "Dow Jones Industrial" seems to have too many hits. I track S&P 500, NASDAQ and DJI using this widget with no problems.