First get an image that you will be using to make a brush, I will be using this one of frozen trees;

IPB Image

Now go Filter > Blur > Motion Blur, and use these settings:

Angle: 0
Distance: 20

The go to Filter > Blure > Radial Blur, and use these settings:

Amount: 30
Blur Method: Zoom
Quality: Best

And you should get something like this:

IPB Image

Then, press Ctrl+U, check the colourize box and set the Hue and Saturation to 0 and you should get something like this:

IPB Image

Select the Eraser Tool and select the Soft Round 300 pixels. Start erasing the outside and you should leave something like this:

IPB Image

Now go to Edit > Define Brush Preset and put a Name your brush!

Using the brush, it might look like this in a signiture:

IPB Image

Now you have learn't the basics of making your own brushes, I know the brush isn't great, but it will get you going!

By Weingartshofer