Function after payment complete

I’m trying to add a function (hook) after payment is completed in WordPress where i use the plugin woocomerce.

I want to add the order to my billing system.

The documentation for woocommere says that there is an action called “woocommerce_payment_complete” and a filter called “woocommerce_payment_complete_order_status”

Nothing is happend, when i try to use them

add_action('woocommerce_payment_complete', 'do_something_foo');

function do_something_foo() {
    wp_die("foo!");

}

Why doesn’t it work ?

Thanks !

http://wordpress.org/extend/plugins/woocommerce/