For a Brush
Make a new document (bigger is better), create a new layer and delete the background. Type the letter you want and fit it to the document. Go to Edit > Define Brush Preset and name the brush. It will automatically be added to the end of the brush preset your brush tool currently has selected. To ensure the new brushes are always there simply change the brush preset and when prompted to save your changes click yes, then give the preset a name. You can then load your new preset (it will appear at the very end of your list of brush presets) and clean it up by deleting any Photoshop defaults present.
Hope that helps, I'm not very good at direction. You can always do a Google search for "Define Custom Brush" or "Define Custom Shape".