I'm guessing you're talking about the Windows colour palette/picker. This is out of Planetside's control, and yes it is annoying. You have to plan ahead and click on the slot before setting the colour. The problem is that the method for specifying a particular slot to save a custom colour is the same process as using that custom colour. If you don't select a slot it starts saving colours at the first slot, overwriting anything you've saved there.
There is no way of saving custom colours in the TG interface (AFAIK), just different methods of creating colours but as a workaround you can create a clip with a group of custom colours saved in Constant Colour nodes. Then use Pickup and Drop colour to transfer it to where you need it.