On the "My Collection" feature, you mean? Unfortunately, you can't create your own checklists on there. However, if you use the main item lists, especially the search feature, to find most or even all of the Sloth items, you can make your own list in a word-processing document or a spreadsheet.

If you're referring to the price lists forum, the only people who are allowed to create new threads in that forum are people who have asked Webbie (Webmaster) for permission because they want to maintain a price list. You can contact her if you want to create a price list, although you have to be very commited.