I've just downloaded ERM Diagram 4.1 (VS 2005) and played with it for a while.
I can't figure out fast enough if it is possible to create new shapes in Diagram Studio 4.1, save them and then use them with palette.
All I saw so far were examples on how to create new stencils and shapes with code. Not the easiest way.
So what am I missing? 
Thank you,
Paul.