From the Finder if you go to Connect to Server (Command-K) and type in Command-N, it will bring up a screen that will allow you to Add a Neighborhood to your browsing list. There doesn't seem to be a Menu option for this, or a way to delete it (at least not in the Connect to Server interface), unless you Cancel and start over.
I found this with my third mouse button set up to open new documents (Command-N) and accidently hit it when the Connect to Server window was up. I couldn't find any documentation on it ... so I thought it might be useful to someone.
Mac OS X Hints
http://hints.macworld.com/article.php?story=20021008063606483