From the Safari 4 help file:

On the Top Sites page, click the Edit button. Then do any of the following:

• Open the webpage in a second Safari window, highlight the page’s address in the address field, and drag the address to the Top Sites page.
• Drag a link from an email message, text document, webpage, or other source to the Top Sites page.
• Type the address in a document, highlight it, and drag it to the Top Sites page.

Safari 4, out of beta and stripped of the controversial top tabs, comes with this set of instructions for adding web pages to the new history view “Top Sites.” I’ve read these instructions 4 – 5 times now and they still don’t seem right to me. I understand how it works. I managed to add some sites to my own Top Sites view through brute trial and error. Opening another window just to add a page feels wrong and un-Apple.