h2g2 The Hitchhiker's Guide to the Galaxy: Earth Edition

The planets conjuntion seems to be the most plausable explanation but it was not the star that told the wise men to go to Bethlehem, it was the scribes in Jerusalem. The wise men saw the 'star' in the east and headed for the place they presumed a king would be born in Israel, the capital Jerusalem. The reigning king, Herod knew of no new king and checked with the priests of the temple who told him of the prophesy in Isiah, Herod told the wise men and off they went. there could not be too many new borns in a town like Bethlehem so it should not have been too hard to find Jesus.

Matthew 2:3-5
When Herod the king had heard these things, he was troubled, and all Jerusalem with him. And when he had gathered all the chief priests and scribes of the people together, he demanded of them where Christ should be born. And they said unto him, In Bethlehem of Judaea: for thus it is written by the prophet, And thou Bethlehem, in the land of Juda, art not the least among the princes of Juda: for out of thee shall come a Governor, that shall rule my people Israel.

That's right. But the star went down before them on the way to Bethlehem, which most people think means that the star was in front of them on the way to Bethlehem.