First, pick a name for your query. Make it descriptive, like "Untriaged bugs reported by me". (Hint: something like "Custom Query 1" probably won't help you remember what you're looking at later!). Put that in the "Name" box.
Next, go to the Bugzilla search page and perform your search. Once you've done that, copy the URL of the the results page and paste it into the "Bugzilla URL" box.
Finally, click "Save". That's it!