Enter collection names as a comma-separated list, and the item you are editing will be added to all the collections you specify.
Note that you need to use the collection's name, which gets used in the collection's URL, and not the collection's spiffy title (because different collections can have the same title). A collection's name is the equivalent of your user login. Names will be auto-completed for you if you have JavaScript turned on.
Also note: if the collection you are submitting to is moderated, and you aren't a member, your story will not be added to the collection automatically - it will have to be approved by one of the collection's moderators. If this is an anonymous and/or unrevealed collection your work will be anonymous and/or hidden as soon as you post it, including while it's waiting for approval. If your work is rejected, it will remain anonymous and/or unrevealed until you edit it to remove it from the collection or until the moderator removes it.
If you change your mind about having an item in a collection, you can either edit the list of collections when editing it, or you can manage all your collected items under the "My Collections" page in your account.