When you see the name of a coaster on the site there is a little "+" sign next to it. Click on it and a window should pop up and ask you if you want to add it. Click ok or add, I forget what it says exactly.
Actually, as soon as you hit the "+," it's added to your track record. If you want to remove it, click the "Track Record" link under the tools box at right and click the "-" button next to it.