Making a list....

How do you make a list here?  Thats the only thing I am having problems creating...

I added the answer to this question to my FAQ as a few people were asking it.

Bringing up the list dialog is confusing, can you shed some light on why sometimes I can click 'Wishlist' and sometimes I can't etc. I really would like to start adding to the 'My Collection' list that has a little image in that dialog but it's never available for me it seems, just sometimes the others.

Helpz :S

I tried and kinda failed so I gave up,