vBulletin Manual - How to Add a new Smilie Category

Goto the Admin Control Panel > Smilies > Smilie Manager section and click on the bottom link that says : [Add New Smilie Category]; this will load a new page.

In the Title input field enter a title for the new smilie category.
Example: Yellow Smilies
In the Display Order input field enter a number if you know where you want to have it ordered between the other categories. This is an optional field, if you don't know this number you can leave it empty.
Example: 2
Press the [Save] button which will insert the new smilie category and redirect you back to the index of the Smilie Manager.

You can now order the category, edit its properties, move smilies to it or delete it again.

Note:

More information about the Display Order is adviced to read. It contains valuable information about smilie parsing.