You need to keep your ship pointed at the "Unknown" item until the scan finishes.
Target the item and fly close enough (for belts: less than 5LS) until it says "Scanning" in the lower left hand corner of your cockpit instruments. Don't move away now.
Wait until it says "Analyzing" and then changes to "Star XZY Belt A 2". This can take a while (about 20-30 seconds I guesstimate. Better quality scanners won't help, they just seem to increase the distance a bit).
Now you're done. If it shows a "Name" (not "Unknown") already you seem not be able to scan it again, even with a surface scanner (AFAIK).
Just don't bother now, due to a server glitch it always restarts when it says "Analyzing".