Which version of GreenHopper are you using? If it's 6.1.x, you should be able to select past Sprints in the Report view, where the Sprint Report will display all Issues in the Sprint, and the Burndown Chart would be available as well.
As for looking for Issues in a Sprint in the Issue Navigator, you'll need to use the Sprint ID only, unless you're on OnDemand, where looking up by Sprint name has just been implemented. You can get the Sprint ID by looking the URL in the Report view - there'll be a sprint=x at the end of it.
You can also refer to https://answers.atlassian.com/questions/79376/how-to-search-issues-from-specific-sprintfor an alternative way.
Hope it helps.
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