Thank you for excellent howto! I'll probably never manage to write so long text 
Some comments and corrections:
You will, but only after next configuration poll for that node. To prevent sending request for supported parameters to agent each time you press "Select" button in console, server reads list of supported parameters during configuration poll (each hour by default) and caches it. You should either wait for next configuration poll or force immediate configuration poll from console using Poll -> Configuration menu.
In fact, you can use names of existing parameters - if you do, built-in parameter's handler will be replaced by your script. Normally, this should be avoided, but sometimes it may help - for example, if built-in implementation of certain parameter is buggy, and you are able to provide replacement script as workaround.
Best regards,
Victor

Some comments and corrections:
Quote from: jdl on June 19, 2009, 05:17:54 PM
which by the way you will not find in the available list
You will, but only after next configuration poll for that node. To prevent sending request for supported parameters to agent each time you press "Select" button in console, server reads list of supported parameters during configuration poll (each hour by default) and caches it. You should either wait for next configuration poll or force immediate configuration poll from console using Poll -> Configuration menu.
Quote from: jdl on June 19, 2009, 05:17:54 PM
I did not try but I would suggest not to use any existing data collection name... Possible conflict or simply possible problem easy to avoid - play it safe and simple ;-)
In fact, you can use names of existing parameters - if you do, built-in parameter's handler will be replaced by your script. Normally, this should be avoided, but sometimes it may help - for example, if built-in implementation of certain parameter is buggy, and you are able to provide replacement script as workaround.
Best regards,
Victor
But we are working on documentation improvement, it just takes more time.