Type the name of the mel script in the editor at the bottom of the page. Then highlight the text and middlemouse drag and drop onto your custom shelf. You should now see a new icon.
To rename the icon you will have to edit the shelf by clicking on the small black triangle on the left hand side (before the start of the shelf).
you can then name the icon or change the icon pic etc

Search the help files that come with Maya.. They tell you all about the shelf and how to add/remove etc