Graphical Quicklists
The creation of quicklist using a graphical method is work-in-progress - for example - the Unity Launcher Editor

This works in Natty (ubuntu 11.04) - but due to the python version change, does not work (as at the time of writing this) in oneiric (ubuntu 11.10)
to install
cd ~/Downloads
sudo apt-get install bzr
bzr branch lp:unity-launcher-editor
to run
cd ~/Downloads/unity-launcher-editor
./ule
Manual creation of quicklists
Fortunately, it is simple to create quicklists manually. A quicklist is a .desktop file containing at the minimum the following:
[Desktop Entry]
Version=1.0
Type=Application
Terminal=false
Icon=adressbook
Name=Sample Menu
Exec=example_application1
X-Ayatana-Desktop-Shortcuts=example_app2;
[example_apps Shortcut Group]
Name=Name of Application 2
Exec=example_application2
TargetEnvironment=Unity
Let's break this down to the areas you should change (working from top to bottom of the example).
Icon=: this is the graphical picture file found in /usr/share/icons
Name=: this is the tooltip you see when you hover over the launcher icon
Exec=: this is the default executable run when you left click the launcher icon
X-Ayatana-Desktop-Shortcuts=: this is a semi-colon separated list of groups.
Each group is a quick-list menu option under the entry [group_name Shortcut Group]
example_apps this is the name of the group in the X-Ayatana-Desktop-Shortcuts field
Name=: this is the quicklist menu text
Exec=: this is the executable run when choosing the quicklist entry
.desktop files should exist in the local folder ~/.local/share/applications
If it doesn't already exist create this folder:
mkdir -p ~/.local/share/applications
Create a file in the folder - for example myquicklist.desktop and drag-and-drop this file from Nautilus into the Unity Launcher.
mimic XFCE launcher
The default XFCE action when clicking on the launcher button is to run an executable. For our launcher you could default to the calculator
Name=My Quicklist
Exec=gcalctool
The other action possible in the XFCE launcher is to just display the list of launcher items. Unfortunately in Unity you cannot do this - it must be a right-click.
The default Exec= must run something - for example you could use this to display a quick pop-up dialog reminding you to right click:
Name=My Quicklist
Exec=zenity --title="action" --info --text="Right-Click for quicklist" --height=50 --width=275 --timeout=2
Example
You gave the following examples that you wanted:
- Screenshot:
Exec=gnome-screenshot -i
- Dictionary:
Exec=xfce4-dict
- Calculator:
Exec=gcalctool

Thus your example .desktop file would look like:
[Desktop Entry]
Version=1.0
Type=Application
Terminal=false
Icon=addressbook
Name=My Quicklist
Exec=zenity --title="action" --info --text="Right-Click for quicklist" --height=50 --width=275 --timeout=2
X-Ayatana-Desktop-Shortcuts=screenshot;dictionary;calculator
[screenshot Shortcut Group]
Name=Gnome Screenshot
Exec=gnome-screenshot -i
TargetEnvironment=Unity
[dictionary Shortcut Group]
Name=XFCE Dictionary
Exec=xfce4-dict
TargetEnvironment=Unity
[calculator Shortcut Group]
Name=Gnome Calculator
Exec=gcalctool
TargetEnvironment=Unity