When you create a custom work flow in SharePoint Designer, the work flow attaches the work flow tasks to the first list it finds.  This is usually the first list shown in the "List Gallery".

There are two ways to deal with this.

The first is to create a new list and name it in a way that will put it first in the list.  IE: AAA My Task List. Then create your new work flow.  This is not alway sconvenient as the work flow may already be created.

The second way it to edit the xxx.xoml.wfxconfig.xml and change the GUID related to the task list.  

NOTE: This will need to be done in each of the supporting .aspx files as well.  The easiest way to do this is the good ole ctrl+h (Find and Replace).

To get the GUID for the new list:
1. Open the list you want to associate the work flow to in SharePoint
2. Goto Settings --> List Settings
3. Right click on "Audience targeting settings"
4. Select "Copy Shortcut"
5. Open Notepad (or other text editor)
6. Paste

It will look similar to this:
http://spsp/_layouts/ListEnableTargeting.aspx?List={f01fc4bf-6185-4d7f-a4bf-276b0beacf07}  

This is the GUID for the list.

Thanks for listening.