Here is an explanation that I have saved, I hope it is accurate because I didn’t review it.
Start with Default Brushes selected, just for clarity.
You have got your new brush sitting there in PSE.
Hit Edit>Define Brush From Selection.
It asks you to name it.
Name it something then click OK.
The brush now appears at the bottom of Default Brushes.
Click the little arrow at the top right of the brush list. Select Preset Manager.
Find your new brush in that window and click on it. This will be your new set even though it is only one brush.
Click Save Set.
At the top of the dialog it says Save As:
Name your set,Thomas’ Brushes.
Select the folder PSE Stuff as the destination. Then click Save.
You should then have a brush icon in that folder.
If you go back to the brush category list and select another brush set, when you come back to Default Brushes your new brush will be gone.
So select Default Brushes, Click the little arrow, then Load Brushes. In the dialog navigate to PSE Stuff folder then select Ian’s Brushes, then click Load.
The new brush should appear at the end of the Default Brushes list.
Now if you want to add to your brush set, make a new brush, go through all this again. When you get to Preset Manager select the last brush that you made and while pressing the Shift key select the new brush.
The two new brushes are the new set.
Name them Ian’s Brushes and choose PSE Stuff folder. It will say there already is a set named that etc.
Click replace.
Next time you Load Brushes The two brushes will appear.