You normally grab your lasso tool, make the feather settings to 5-15px.. then select the area that you would like to be a brush. Then, Edit \ Define Brush Preset.

there is a brushes tab on the top right hand corner of hte screen. Select a default brush, edit it through the tab, then click "define brush"

Basically use one of the default brushes, click the brushes tab. Scatter some, add a texture, etc. Then once you get an effect you like, spread it across your work area. Make it large so you can have more brushes. Then use the lasso tool and make selections and feather it witha setting of 10 or so. Then go to edit>define pattern. Harder then it sounds.

not really... if u get a nice pic u want to make into a brush use the info up there ^^^^ and then once you have done that if you go into program files/adobe/adobe photoshop 7/presets/brushes

and the abr file should be in there that you saved them as

I know how to create a brush.

I just want to know how people on things such as deviantART create those brush files that contain many brushes in one file.

Open a lot of brush packs, then go to save brushes and bam all one pack.