Hi all! I don't know if I'm just speaking for myself, but I did read at the top that about 300 people have viewed this but only a handful are participating. Personally I'd like to participate but I have no idea how to put the Highlights together or any of the other directions. Just saying.... 
Keep in mind 300 views to a thread doesn't necessarily mean 300 people. I've come back to read this thread every time I see there's a new response, so several of those views are just me.
That aside, if you look at the top of this screen, smack in the middle of the purple bar across the top is the link to "Highlights." Click on that and a couple inches down toward the right will be a green button for "create." After that, it's pretty easy.
I recommend having 2 windows open, one to create your highlight & the other to go through the shops. Then just click on items you want to add to your highlight, copy the url, and paste them into the create highlight screen. Give it a title, description, and keywords. Once you've got all you want, go down to the bottom right of the screen & click the green button that says "Add Highlights."
And you're done!