For reasons unknown to me, Adobe does not allow you to save directly to a Swatches files from the color table dialog, but once the color table is opened in the Swatches palette you can save it back out again as a Swatches file. If you save the file to the "...Adobe Photoshop CS2\Presets\Color Swatches" folder on your computer, it will be listed by name at the bottom of the the Swatches palette menu the next time you start Photoshop.
Adobe has two formats for Swatch files.
If you choose Save Swatches from the Swatches palette menu, you will get an ACO file which is compatible with Photoshop only.
If you want to save a swatch file that you can use in any Adobe CS2 application, select Save Swatches For Exchange from the Swatches palette menu. This will give you a file with an ASE extension that can be shared among other Adobe CS2 applications.
After saving your swatches, you can reset swatch colors, replace, or load a new swatch collection from the palette menu.