Custom Brush wont export to brushes

[Ofnuts]

See Edit>Prefernces>Folder>Brushes: it lists two directories, the one in the message above in which you can't write without using admin rights, and another one which is within your own user files, in which you should be able to save your brushes.

Another possibility is to use Edit>Prefernces>Folder>Brushes to add a third directory in which you save your extra brushes.