I want this

How can you make such an arrow for enumerate's items?
This can be done using \tikzmark from the tikzmark library:
\documentclass{article}
\usepackage{tikz}
\usetikzlibrary{tikzmark,decorations.pathreplacing,calc}
\newcommand\MyText[4][0pt]{%
\begin{tikzpicture}[overlay, remember picture]
\draw [decoration={brace},decorate,thick]
( $ ({pic cs:#3}|-{pic cs:#2}) + (#1,1.3ex) $ ) --
node[anchor=west,xshift=5pt,text width=5cm] {#4}
( $ (pic cs:#3) + (#1,0) $ );
\end{tikzpicture}%
}
\begin{document}
\MyText[2em]{start1}{end1}{some explanatory text}
\MyText[2em]{start2}{end2}{some explanatory text}
\begin{itemize}
\item First item.\tikzmark{start1}
\item Second item.\tikzmark{end1}
\item Third item.
\item Fourth item.\tikzmark{start2}
\item Fifth item.
\item Sixth item with more text.\tikzmark{end2}
\end{itemize}
\end{document}

You set some marks using \tikzmark and then use \MyText to draw the brace between the marks; the optional argument allows to control the horizontal distance between the previous text and the brace. The second and third arguments are for the initial and final marks, and the fourth argument for the text besides the brace.
\MyText[10em]{start2}{end2}{text text text}(change 10em to the value that it's required to avoid overlapping). – Gonzalo Medina Feb 10 '14 at 13:48