I mistakenly believed \goto only works within one document.

My current solution is to use

\goto{3DXM}[program(/test/cycloids.ODE3D)]

which works in Acrobat (not in preview though, which is something I can live with)

and TeXShop.

Curiously enough, if I use relative file names, they still work in Acrobat but not inTeXShop anymore...

Thanks again!

Matthias