[Scroll a few posts further down for an automated solution using AutoHotkey and for the native one-shortcut solution for Studio 2014]
Trados Studio 2009 - Adding term to termbase
1. Select the source term
2. Select the target term
3. Right click on any selected term and click on Add new term (or assign a shortcut for this via Tools - Options - Keyboard Shortcuts or press Ctrl+F2 in Studio 2014)
4. Click on the auto hide icon (only for the first time you add a term)
5. Click on the Save icon or F12 (for some reason F12 does not work for me).
6. Move back to your text and continue translation (the add term pane will be hidden automatically)