Coding isn't my thing, but if you look at JenRed's post above, it could give you some ideas.

The wishlist doc also goes into create a wishlist link. If you look at my site in a product screen, I have a link right under the price, and one in the add to cart box below. I implemented JenRed's code in both and both will show "Add to Wish List" when logged in (very slick). If you do not log in, it will show as you are probably seeing it on my site, asking you to log in to add to the wish list.

I think there are also some posts dealing with adding a button, and I think in the wishlist doc.

Not sure why it is not adding anything...