RM,
Here's what I did the first time I decided I wanted to create my own SP. I'll give you a step-by-step. I'm using ssmse2k8 but there are other versions so the "Object Explorer" might be different.
1. Make sure a database you want to add a stoproc to has it's "System Stored Procedures" folder visible in the treeview of Object Explorer window.
2. Open that folder by clicking on the "+" abaft of the folder icon.
3. You should see a bunch of "sys.sp_(etc...)" procedures listed now.
4. Scroll down to "sys.sp_rename" and right-click on the icon then select "modify".
5. Before you do anything else, after that "sp" opens in the Editor window, stick your cursor at the eighth line and change the word "ALTER" to "CREATE".
6. Save that .sql "script" to "sp_rm_rename".
7. Move your cursor to the right 12 spaces and change "[sys]" to "[dbo]" and substitute "[sp_rename]" using "[sp_rm_rename]".
8. Now hit F5 to run this new script of yours.
You should now have your first custom stored procedure. You'll find it in the treeview, more easily after you close that "System Stored Procedures" folder you just opened, in the list of "Stored Procedures" under the SCHEMA "[dbo]".
Now you can edit any one of those variables you just "billteached" off the deck of systemSSMSE.
Marvelous ain't it?