Yep,they moved it.Define brush is now in the dropdown Edit menu.If it,s greyed out try changing the type of selection you have made.It doesn,t appear to be an option with the eliptical selection tool.Once you have defined & named your brush it will appear in the brush menu.Select it & a small icon of it will appear on the top menu options line.Right click on the icon & you will get an options menu to alter spacing etc..