There are two ways to add web sites. Manually and drag and drop.
To add sites manually, click the "New site" button.
To drag and drop a link, address, or favorite, click and hold the left mouse button down on the link or favorite. Drag the link to The Web Site Monitor. When you are over the Web site Monitor window, release the mouse button. The Web Site Monitor will add the link to it's list, no matter where on the application window you drop the link.