how to add an item to a menu

for all users?

http://www.gnome.org/learn/admin-guide/2.0/singlefile.html#menustructure-4
it stands:

"To add an item to a menu for all users, perform the following steps:

   1.

      Create a desktop entry file for the item that you want to
      add. For more information on desktop entry files, see the
      section called ?Desktop Entry Files?.
   2.

      Open a file manager window. Choose File->New Window to open a
      second file manager window.
   3.

      In one window, access the location where you want to add the
      menu item. For example, to add a menu item to the Preferences
      menu, type preferences-all-users:/// in the Location field, then
      press Return."

The problem is i get:
"'preferences-all-users:///' is not a valid location."

why?
How do I then fix this?
Do anybody know how to make an icon on the panel for every user?

Kind regards
Henrik