When you say "in your program" do you mean in a specific song/session file? Any settings for any effects/Instruments you use in that session (including your own custom settings) should be automatically saved in the session (Set) file itself. If you want any custom settings to be available in other sessions then you could save your own presets using the Save buttons in the effects/instruments.
On the other hand, if you're just talking about finding specific effects or loops in the Browser more easily, you could make a Favorites folder in the Browser and copy your most-commonly used presets (including your own custom settings) there for quicker access, and/or you could make a session Template with empty tracks ready with your favorite sounds & effects.
If you're always working on the same computer, then all that stuff should always be available in the Browser.