I don’t know about adding a website. My best guess would be open it a bunch of times until it appears. Maybe make it your home page a while.

But once it appears, there is this:

”Make thumbnails sticky
Thumbnails can appear and disappear over time, as your browsing habits change. To prevent a thumbnail from moving around, pin it to the page: Hover over the thumbnail with your mouse and click the button in the top left corner of the frame. To unpin the site, simply click the button again.”

I found that here, click “Customize the page” to see the topic:
http://www.google.com/support/chrome/bin/answer.py?answer=95451

I ran into this problem earlier. They haven’t added a feature to allow you to simply change them yet.. sort of annoying. But what I do is open the page and hold F5 for a minute or two.
Then I keep clicking on the x on the thumbnail until it pops up. Then, like @jaytkay said with the sticky thumbnail, just click the pin to keep it there.