If all you want to add is one command you can use globally, please follow the steps for "How do I add a global action I can use everywhere?" at

http://helpbooks.iospirit.net/remotebuddy/english/howto.html#AddGlobalAction

You don't need to create a Behaviour for this.

If you want to create a Behaviour, however, and it is not associated to any application, please make sure that:

1) Behaviour Factory > Specification and Metadata > Behaviour requires application is *unchecked* 
2) Behaviour Factory > Specification and Metadata > Behaviour Bundle Metadata > Identifier contains a unique identifier and not the default. 
3) you selected Behaviour Factory > Gears icon below list on the left > Compile, testdrive and permanently install Scripted Behaviour.

Otherwise, it may not be loaded because its application doesn't exist (1), another Behaviour already exists with the same identifier (2) or the Behaviour was not compiled, loaded and installed in the first place (3).

Hope that helps!