How do I add  books to my bookshelf but have them marked on hold as I post them so that they don't get auto requested before I'm ready to mail them?

From the top of your bookshelf, put your account on Vacation Hold.  Post the book.  Go to your bookshelf. Click the tiny box to the right of the book's listing, then go straight up to the yellow bar and click "hold."  Take your account off vacation hold.

Wow, thank you for that info Patty P! I wonder if one day PBS will do a feature add and place an option to add the book but put it on hold. I guess in their view any book we add to our bookshelf should be posted in the system and available for others immediately.

They have that feature when you mark a book received. 

Yep, I know that Mary however that isn't the scenario I outlined above. 

I think they figure if you aren't posting the book you'd just add it to one of the other lists like the To Be Read or Books I've Read lists. Since the book doesn't actually go into the FIFO lists until you post it, being on the Bookshelf on Hold doesn't really do anything other than keep your books in one list instead of multiple lists.