To finish, don't forget giving the list a title and pressing "Create and Shorten".
If you added more fields than the ones you need for your links, don't worry because every empty field is ignored (except the first one, which is required). Entries with title but no long item will be ignored, too.
About this feature
Lists of links let you point people to many long items, like URLs, from a single short URL. It's like a small link directory within every short link. For an analogy, you can see it as Dropbox's ability to share entire folders with files inside, where at tny.im the folders have links (which can point to files, too!)
You can set advanced options for this list's short URL by editing it with the passcode that will be shown when you create this list.