Yes, I've gotten away with just using toroids designed to be used as RFI filters, when making Joule Thiefs. I know very little about designing inductors, and I've had little problem getting Joule Thiefs to "work". Do they run at optimal efficiency? Who knows. When I'm doing this stuff, I'm in full-on hobbyist mode :)
So, like Ted said, you probably didn't get the wiring right. Just switch the wires on the primary, and try it again [or on the secondary]. I.e., make sure it's hooked up like the diagram Ted posted. Also, I've found it seems to work best when the turns ratio is 1:1. Example: if there are 10 turns on the Primary, then make sure there are 10 turns on the Secondary.
Also, it helps if the toroid is meant to to be used for RFI filters with a max current flow greater than the kind of current the Joule THief will be running at. If it's just driving a simple White LED, then we're talking around 20 to 30mA. Also, the toroid should be able to support frequencies up to a few MHz.
Now, I'm sure my more inductor savvy piers are going to jump all over me [and go ahead], but I'm just trying to give you "seat of the pants" hobbyist pointers [you know, like, "hey, this toroid that I bought from Electronic Goldmine [with no discernable parameters other than it's for making RFI filters] looks big enough for this application, lets give it a try!"