Safari 1.1 v100 (the one that comes with Panther) now allows one to add a bookmark directly to the bookmarks menu, instead of always asking where to put it. One can perform this instant addition by either holding shift while selecting the "Add Bookmark..." menu item, or by using the keyboard shortcut Command-Shift-D.
Mac OS X Hints
http://hints.macworld.com/article.php?story=20031104134907268