I had been trying to add a shortcut/entry for Zend studio in my Ubuntu 11.10. Finally I could find a way to make Zend studio entry come up in the Unity Application search or Filter. Actually its a rather straight forward procedure. Create a file zendstudio.desktop in the /usr/share/applications/ as root, add the following contents to it, using your editor of choice(I used vi editor).
[Desktop Entry] Version=9.0 Name=Zend Studio GenericName=PHP IDE Type=Application Comment=Zend's PHP IDE Exec=/opt/ZendStudio/ZendStudio Icon=/opt/ZendStudio/icon.xpm StartupNotify=false Terminal=false Type=Application Categories=Programming;
(You could check out the above link to find way to add antry for any custom software using the same method).
N.B: Its my first blog post after nearly one year. Hope that I can follow it with more such useful posts.
The above method was tested by me in Unity based Ubuntu. But it should work fine in any GNOME based OS.