Extract Method Object Dialog
Use this refactoring to extract method object, when Extract Method refactoring is not applicable, because of multiple return values.
Create inner class
Select this option, if you want to extract method object to an inner class. All the local variables will become fields on that class. Specify also name for the class and visibility scope. You can make the class static, if needed.
Create anonymous class
Select this option to an object with the corresponding method.
In this area select the variables that will be used as a parameters. Use Move Up/Move Down buttons to reorder parameters/