ok, open the image you want to make a brush out of. Ensure everything is on one layer (flatten image), then click [ Edit > Define Brush Preset > Enter name of brush > ok ] The brush is now added to whatever brush set you have open, and to save it there for future reference, when you stop using the brush set, it'll ask you if you want to save or something.
If that doesn't work, please ask someone else to explain it to you.
Also note the brush is stored in monotone (black and white), and i think white parts are transparent and the darker areas are the body of the stroke. You'll see what i mean, and you might need to invert the image before saving it as a brush if it isn't transparent around the edge.