you can only add css in css files that are loaded by your skin or you can put another css file in your skin folder and list it in the style.config file of your skin folder to make it include your file.
The Custom CSS Class setting is only a place to put a css class name
ie you could put
myclass
as the custom class, then in the css of your skin
.myclass { color:blue; }
you cannot add css in the Custom CSS Class setting, it is only for the name of a css class.
Hope that helps,
Joe