Hoiw do I make a custom Artistic Media Brush?

Ive never really messed with this feature before and I need to make a string of circles go around an oval shape. I figure an artistic media brush applied to a stroke would be the best way to do it. I cant for the life of me figure out how to save your own brushes though. If theres an easier way to do this or you know how I can save a custom brush please let me know, thanks!