As well as clicking the A button in the Custom panel, you can add colours by the following two methods:

(i) double-click the colour in the New Colour box – a dialog box will appear providing the user with the option of adding the colour at the current selection or to the end of the palette. If the custom palette has a selection (marked by a blue outline) it will insert the new colour at that index. Otherwise it will add it to the end.

(ii) click and drag the colour in the New Colour box to the Custom panel – the cursor will change to a cross hair. Release the mouse and the colour will be added to the custom palette. The new colour is added before the currently selected colour well.