Custom Column: not working for me

I am trying to create a custom column. A very simple yes/no column titled Audio. When I enter a book I want to check the column to indicate whether I have it in an audio version. I click the green "+" button

I enter:
Look Up Name: audio (that didn't work) title (that didn't work either)
Column Heading: Audio
Column Type: Yes/No

I make sure the bock if checked.
There's no place that I can see to save changes, so I exit out. No column shows up, go back into Add Custom Column. It's not there.
I been goofing with this for a couple of hours. I need some advice. Thanks.