No problem. When you've adjusted your brush how you like it, open the brush palette and click the little arrow on the top right. In the flyout there's an entry (right at the top in CS4) which says 'New brush preset'. Click that and you can create a new preset for the brush with all the settings you've applied.

These will be lost once you close PS, so to save them open the flyout again and choose 'Save brushes'. This will save the current palette into a new preset file you can reopen whenever you want to. Note that it will save all the brushes in the palette - if you just want to save the new one, you'll have to delete the other brushes first.

Steve