Without pics, and just from the description you gave, it sounds like a silicone issue. Silicone is found in many furniture products that call themselves "polishes" like Pledge. Silicone doesn't offer any protection, but rather makes the surface feel "waxy". Silicone also repels just about everything - including finishes. It could be that this piece had been "polished" with a silicone product. You could also just have old wax/oil build up.For the silicone try a shellac barrier coat. It doesn't always work, but it works often enough to try.
I'd try the following:
1) Wipe down all surfaces with a rag dipped in paint thinner. Then wipe dry.
2) Wipe down all surfaces with a rag dipped in a solution of a couple drops of dishwashing soap into a quart of paint thinner. Then wipe dry. This will remove any water or oil base contaminants
3) For the silicone. Wipe down all surfaces with a rag dipped in ammonia (not sudsy ammonia). Then wipe dry
4) Get a product called Sealcoat at any paint/hardware store. Follow directions on can. After the 2nd coat dries, apply your stain
Bob "Boardman" Borders