You create a MyProfile profile for your user by clicking the Save as MyProfile button in the Settings window.
Once this profile is created for your user, whenever you subsequently click the Save as MyProfile button the system will save the current configuration of the customization settings over the existing MyProfile profile saved for your user.
This means that if you display, for example, the SD Profile or a public profile and then click the Save as MyProfile button, the system will save the settings of the displayed profile into your MyProfile profile (overwriting any settings that are already there). The system does however warn you before doing this by displaying a message.