Hey it's me again, I worked out how to make my own brushes. The kind lad that I am I thought I'd share the knowledge.
Step 1
Create a new document, for the purpose of this tutorial I will be using 100 x 100.
Step 2
Select a brush that you would like to use
Step 3
Create the brush you would like to save. I made mine using the shape and text tools.
Step 4
Press Edit > Define Brush Preset > Enter the name of your new brush.
Thats it, simple eh?
If you need more images, let me know. I'd be happy to add them. I just feel that they aren't really required.