Decision Support Systems under Multiple Objectives (MODSS) has been classified as a specific type of system within the broad family of DSS and has been one of the most active areas of research. However, despite its theoretical development large scale real-world applications of multi-objective decision making (MODM) methods had been seriously lacking due to the technical knowledge and expertise needed to select and apply the most appropriate method. This paper explores the possibility of embedding intelligent guidance within MODSS, and outlines a specific guidance framework for the design of knowledge-based guidance for the selection of a suitable MODM method. This framework has been implemented as an intelligent and graphical user interface based multiple objective decision support system prototype. The prototype, with its database, methodology base of MODM and knowledge based system, will help any decision maker in selecting the most appropriate method in solving various MODM problems.