You can have only the number of color selections that are displayed in the
color pallet. You can modify any existing color but you can't add additional
colors. So, maybe select the 25% gray square then click Modify. You can then
select a different gradient. Then OK your way out.
You can also create your own custom colors but the number of color
selections available still cannot be changed. If you create a new color one
of the existing colors will be replaced by that new color.