Gordon,

Yes, you're right, you need to get the function into the list of Scalar-valued functions (assuming it is indeed a scalar valued function). Functions stored in the database rather than on the filesystem, so you need to use some SQL to write them into the db. Easiest way to do this is to right-click on an existing function, then 'script function as'. Screenshot:

http://i.imgur.com/AUEkd1m.png

The resulting code is pretty self explanatory. You'll need to replace the existing code with your own code and give the function its unique name. Then run the SQL and that'll write it into the database.