To add an item to the snatch list that you don't have in your bags or isn't on the AH etc, search for it on
www.wowhead.com and then click on the red "link" button on the left-ish side of the page.
This pops up a window with some code that looks something like this:
Code:
/script DEFAULT_CHAT_FRAME:AddMessage("\124cffa335ee\124Hitem:67151:0:0:0:0:0:0:0:0\124h[Reins of Poseidus]\124h\124r");
Copy that and paste it into your chat box in wow. It will create the item link in your chatbox for you and you can then click that into the Snatch window.