do you file the right directory?
in gootool, under settings (i think) is something that says directory. click on the location of your world of goo game. on woggle, you must do the same also. do you have any errors? did you check world 1? if you still have problems, be sure that, in gootool, you have downloaded the level. i hope this works. did any errors pop up?

The directory wouldn't be the issue here.

You'll need the World of Goo 1.3 patch if you're on Windows. Link in my signature.

We really should have something like this on the homepage or something, it's a really common problem. I know it says on the bottom of the WooGLE description, but it should be more noticeable.