Where exactly? There's no option to manually add a game if it's not in either the Installed or Not Installed lists.
*edit* Found it! I'll start playing around with settings and see if I can't get it to work.
Ok, I was able to get it to work using the latest beta, GSDx r1075 and with DX10 (you need to change the renderer in your games list to DX10, too)
It's very buggy and causes lots of graphical glitches.
When you have time, post here and let me know and you can check it out here:
ZZogl works with graphical glitches, but it's slower. (Change renderer to OGL in xfire games list)
What renderer does ZeroGS use? I'd like to try playing around with that plugin, too.
Setting GSDx to Native res removes the big black box in the middle of your screen for Kingdom Hearts, but then you get a massive ghosting/blurring effect.
Setting either native or custom internal res in GSDX for FFXII and then streaming results in black boxes around 3D objects. Trying to figure out if it's a setting like texture filtering that's causing this. This issue is not present in ZZogl r143
Also, I'm sure you already noticed this but in most games it seems to be a large speed hit, even with speed hacks on. For some perspective, I run FFXII at full speed on my system with no problems but as soon as I hit broadcast, it drops by 15-20 FPS.
I could NOT get DX9 or ZeroGS to work. GSDx for DirectX10 works but with graphical glitches(black boxes around 3D objects being the biggest) and you will probably need to use speed hacks to get acceptable framerates while broadcasting(VU Cycle stealing causes transparent textures and actually seems to make the emulator perform poorly while broadcast, I got better frame rates with it completely off in FFXII). ZZogl works without many errors if at all, but is slow, even with speed hacks.
How 2 werk!1:
-Find the Xfire games list xfire_games.cfg (for vista users it's under C:\Program Data\Xfire)
-Scroll all the way to the bottom
-Add the next number in the sequence for me it was 
-Add the lines from Zangakat's above post:
LauncherExe=pcsx2 0.9.6.exe (or pcsx2-beta-1059 if you are using the latest official beta)
-Change the InGameRenderer according to which graphics plugin you are using (D3D10 for GSDx DX10, OGL for ZZogl)
-Start up Xfire
-Start up PCSX2
-Pick your game and run it
-Hit scroll lock+b to start broadcasting!