[dumbluck]

First (and this is the important part) you have to give it the order to warp into the unexplored system. Then, you hit the "move to" button, and click on the center of the unexplored system. The ship will follow it's directions in the order it was given them:
1. Warp into sector xyz
2. Move to 6,6 (or whatever) of sector xyz.

That way, you don't waste 3 movement points at the end of your move, just sitting there at the edge of the map because the ship has no more orders.