I do it with the command line...
Go to the directory "/var/signatures/dansguardian/blacklists":
cd /var/signatures/dansguardian/blacklists
Create a new sub dir and change to it: ("mycustom" in my example)
mkdir mycustom
cd mycustom
With nano editor (or other) create a file with the name "expressions"
write yours words (Regular Expressions) one by line
Open the web interface.
Go to "Proxy" -> "ContentFilter" -> and edit your profile
Select "Filter pages known to have content of the following categories. (URL Blacklist)"
Expand the "Uncategorized" section.
the option "mycustom" shoud appear (the name of the dir created)
select it and save
Tested with 2.5.1 and 2.5.2 versions
don't work with 3.0 version :-(
If you don't want to use de command line interface, you can use de WinSCP software for create and edit files on your Endian Firewall . (you must enable de SSH service). And use a editor like Notepad++ to edit the linux files from endian.
Sorry by my poor english...