When you're in the brushes palette (or just the options bar for the brush tool) you can change the view to "Large Thumbnail."
I just have a folder for my DD Brushes where I put the thumbnail of the preview image. Then I can just go there to see all the brushes before I decide which to load.
This is a shot of the options bar for the brush tool:
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Cassie
My Gear: Nikon D300s w/18-200mm VR & 50mm 1.4
Software: Adobe Photoshop CS4, PSE 6, Lightroom 2
 
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