We use the Target.com Mobile site on our iPhones, and we just now tried to do the same search on the regular Target website and could not get it to work! So, here is what you can do...
1) Go here:
http://sites.target.com/site/en/spot/mobile.jsp
2) In the Search box type in "zhu" and submit
3) It'll ask you where to search, choose "Your Store"
4) Submit your zip code
5) It'll list stores, choose the one you want to be Yours and click "Set"
6) It'll list results for Your Store
7) Click on Toys, and it'll list the products (Note: they list them as "GoGo" not Zhu Zhu)
8) Click on a product
9) It'll tell you whether it's Available or Out of Stock
10) And then you can click on "Find it at Another Target Store" to check availability elsewhere...put in your zip code and it'll list all the stores in your area.
Try that out.