Digital BW, The Print

Trying to set up a custom proofing space in Windows XP.  I follow 
Tyler's "Matching Your Monitor View to Your Prints."  At step 4 PS6 
saves the renamed custom dot gain setting as an ICC file, not a PSF 
file which is the proofing file.  The only kind of file that can be 
automatically saved to the program files/adobe/color/proofing folder 
is a PSF file.  It refuses to save to this folder because it isn't a 
PSF file.  

Obviously, some of you have gotten the proofing profiles to work.  
As an aside, I discovered that you can place the ICC file in the 
colors/profiles folder and it will appear on the view/proof 
setup/custom list, but since it is not a proofing (PSF) the default 
Gray 2.2 continues to be the view even though the named ICC space is 
shown.  

I tried to find help in the manual, Haynes, Evening and Fraser books 
but couldn't solve it.

I hope the above isn't as confused as I am.  

Andy Unger