There is a bug in version 1.0.3 that prevents slimLAUNCHthis hotkeys from saving correctly when created directly from the main window. The main window will keep displaying "No item to launch was provided yet.", even if you did select a file to open. Until the next release fixes this issue, here are two workarounds:
If the file you wish to create a slimLAUNCHthis hotkey for is located in a folder watched by a slimLAUNCH hotkey, press the slimLAUNCH hotkey (Win-Z by default), type a few letters of this filename to locate the file, then press Ctrl-T and complete the hotkey you wish to use.
Another solution is to manually edit the slimKEYS.config file located in the "Application Data\slimCODE Software Inc\slimKEYS" folder under the current user's documents and settings folder (usually "C:\Documents and Settings\{username}" under XP). Find the entry with the missing filename by searching for a "<Handler Provider="slimLAUNCHthis" />" empty section. Replace it with this:
<Handler Provider="slimLAUNCHthis">
<Item Provider="slimLAUNCH.FileSystem">
<FullName>C:\Your File Path\Your Filename.ext</FullName>
<Name>Your Filename</Name>
</Item>
</Handler>
Where the full path in the <FullName> section points to your file.