As far as I know this only works when you use the keyboard. Hopefully when the full screen KB comes, this option will present itself, but I would just try to utilize 5 or 6 favorites under contacts. If you only have a handfull of people you need to contact that frequently (or while driving), Contacts > Favorites > LongPress > Dial.
Or create a folder on your desktop called Contacts and then use ANYCUT to create Direct Dial shortcuts for your contacts.
While there's no option for what you're looking for, I think there's more innovative options there. Longpress on desktop > Shortcut > Anycut > Direct Call > Choose Contact > Drag to Contacts folder....money.