If you want to have your Checklist attached to an object other that Account or Contact, you will need to add the Object to the Custom Settings record for Checklist Object.

^  **#**  ^   **Step**   ^        **Action**           ^   **Image**  ^
|  1  | Navigate to Custom Settings | Navigate to Setup: Develop: Custom Settings |  {{::custom_settings_panel_in_setup.png?200|}} |
|  2  | Find the Checklist Object Setting | Scroll through Custom Settings to find the Checklist Object Setting |  {{::custom_settings_list.png?200|}} |
|  3  | Manage the Setting | Click Manage to show the list of available objects |  {{::custom_settings_detail.png?200|}} |
|  4  | Add a new Object | Click New to add the object you wish to attach |  {{::custom_setting_-_new.png?200|}} |