When you first define a new brush, it gets added to the currently loaded brushset. If you define a bunch of new brushes and want them to be in a brushset of their own, you'll need to open Preset Manager, select them and save them under a new name. Have a look at this post:
http://forums.biorust.com/general-di...html#post32902 (How does one 'create' a custom Brush???)