Martin,
On the "Catalog" menu, choose "Catalog Management..." and the Catalog Management window will appear. In the Local Catalogs area at the bottom is a set of buttons. The first one on the left is the "New Catalog..." button. Clicking that button will start the process of creating a new catalog. A folder chooser dialog will appear. Navigate to the location where you want to create your catalog. Then in the "Save As:" field, give it a name. Then click the Save button. The catalog should be created and should now appear in the both the Active Catalogs and Local Catalogs areas.
To add items to your new catalog, make sure the "Add/Modify" checkbox is set for your new catalog. This is done in the Active Catalogs area near the top of the Catalog Management window. You will also want to set the "Search" checkbox for your new catalog. I suggest un-checking all of the checkboxes for any other Active Catalogs or you may end up adding items to more than one catalog or be confused by the search results you get.
If this doesn't work for you, please post screenshots of your Organizer panel and your Catalog Management window. Use the 'Attachments and other options' link when you're composing your reply to this message and there you'll be able to upload your JPEG format screenshots.
Thanks,
-Kirk