After selecting an item to Add to List, click on Create New List:
Enter a name for the new list under the List field and add a Description, if necessary. You may also choose to keep your list Private (by default) or Public for other users to view:
Click on Save:
Your created List is now selected. Your title will be saved under this List group. Click on Save:
You can create additional lists by clicking on the Create New List link next to the Choose List option.