How do I add custom profiles to the structural member library for weldments in solidworks 2010?

The simplest way is navigate to your Weldment profile directory and open a similar profile. (.sldlfp)
Do a "Save As" the new name (see naming Conventions below)
Make the changes you need to make (dont for get to change the file properties otherwise your cut list will be wrong.)
Save
Then Use.

Location and Naming Conventions:

Once you are in your root weldment directory the sub directories match your Standard and Type selections that you see when adding a structural member and the size is the file name.
For Example
ANSI Inch
Tube (Round)
1.25 x 11 Ga
is located in
C:\Program Files\SolidWorks Corp\SolidWorks\data\weldment profiles\ansi inch\Tube (Round)\1.25 x 11 ga .SLDLFP

You can Create Different Standards and Types but creating new directories (you may have to close and re open SW to see these)

I Always create a Standard under my name and put the types I most frequently use in there. One word of caution if you share these models in the native format the other users need to have these profiles as well or SW acts goofy sometimes.

Here is a Lumber Library I created Dimensional Lumber library

I can´t make a curved (obtained by split line) structural member of ancle iron,
I need help on it.