what??? server list in where, cs? do i have to install that Source SDK stuff??
Once you've got Gary's mod installed, is will not show up in your Steam my games list, even though it is supposed to. Just make a new shortcut anywhere you like, and edit the properties so it looks like the screenshot I've attached.
The highlighted part, in it's entirety, should read:
"C:\\Program Files\\Steam\\steam.exe" -applaunch 240 -game "C:\\Program Files\\Steam\\steamapps\\SourceMods\\gmod9"
Of course, edit that line so it reflects wherever you installed the mod to.