I am creating a workflow in sharepoint designer 2010.
After entering the name of the workflow the "create list workflow" dialog disappears but the workflow is not listed in the workflows menu.
If I understand correctly you are going to the Workflows link in Designer, clicking on list workflows, selecting a list from the drop down, entering the name and then clicking OK.
If yes, then next SharePoint Designer will download workflow action data from the server and open the edit workflow page. If you don't save changes to the workflow before navigating off the page then the workflow will not be created at all and will not be listed in the menu. Also, if you have saved your new workflow but it is not listed in list it is probably because you need to refresh the view.