Quick lunch to "add new item" doesn't show as dialog pop-up?

Hi Guys,

I want to have a link of "add new item" on the quick lunch. So, I copied the URL of NewForm.aspx and I pasted it on the quick lunch link I just created. However, it turns out that its not showing as a dialog when link was clicked. How can I display it as a dialog just like in the default when clicking the "add new button"?

Thanks,

Arnel