brushes:

the red box is your build-brush, it's not a brush, only a representation of what your brush would look like if you were to make it a brush by adding/substracting it.

in your case, you'd have to shape your buildbrush (the red one) in the shape you want it for your brush, the hit the Add burron (right pannel, one of the 4 buttons at the button) and you should see a checkerboard-textured-box/whatever shape appear where you built your buildbrush.

you CAN copy/paste brushes and anythign else in the editor as well. (just try not to undo too much, because it's prone to crashing)