How To Find Genes In Other Species (Entrez)

I haven't used the NCBI site for years and I'm having difficulty finding gene sequences so that I can put the genomic and cDNA entries into SPLIGN. I have to find the sequence from gene symbols and/or names that I have, then I hope to find these in another species. I repeatedly find no similarity, I must be doing something stupid and probably obvious!

I need genomic and cDNA sequences for genes of interest. I start by typing in the gene symbol or name to search in all databases, and then click on nucleotide entries. When I then BLAST these entires against the species I want to find that gene in, I get no results even though the species has it's entire genome sequenced so I know the information is available. How can I find the information I need to find the number of exons etc in different species? I need to know the first and last exon, take that section and enter this into SPLIGN.