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
2	Find the Checklist Object Setting	Scroll through Custom Settings to find the Checklist Object Setting
3	Manage the Setting	Click Manage to show the list of available objects
4	Add a new Object	Click New to add the object you wish to attach