You can create a request list and add requests to it at the same time.
To create and populate a request list:
Open an existing list and select the requests you would like to include in a new request list.
Right-click the selected requests, and select Request Lists | New List. The New Request List dialog box appears.
Enter a name for the new request list.
Click OK. The new request list appears under the Request Lists node.
Creating an Empty Request List
Creating a Populated Request List