When I open PSE 6, make a selection, and go to Edit>Define pattern from selection, I get a dialog box where all I have to do is name the pattern and click OK:
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The pattern is then appended as the last pattern in the current pattern library, although there is no confirmation of this after clicking OK. It just happens.
If this is not what is happening for you, try deleting the PSE prefs. Quit the editor (quit PSE on a mac) then restart it while holding down ctrl+alt+shift (command+option+shift). Keep the keys down till you see a window asking if you want to delete the settings file. You do.
