A good way to get hostnames is by doing a reverse dns lookup if your MWG is configured to use your internal DNS. The criteria is DNS.Lookup.Reverse in combination with the Parameter Propery = Client.IP. You can then build a list with the hostnames for your rule. I suggest doing a test lookup from the command line so that you see the format the hostnames should be in your list: nslookup x.x.x.x
External Lists are found under Policy > Settings > Engines > External Lists.