In the US gas stations (for the gas price feature) come from a third party database. There currently is no way to add/edit/remove gas stations. HOWEVER, we've been told that there are changes coming & we should be adding Gas Station landmarks (as you attempted to do) in anticipation of these changes.
You need to draw the general shape of the gas station - taking care that the landmark does not snap to adjacent roads - and double click on the last node to get out of creation mode. Then set the "Name" property to the brand of the gas station (i.e. "Mobil" and not "Joe's Shell Gas & Repair"). This will NOT add the station to the gas price system, but it will appear on the map.