I don't know if there's a Window's equivalent, but on the Mac, A:M uses the OS' color palette:
By selecting the icon with the three little palettes, you can add colors and palettes to a saved list. (Organized people can name them and save multiple palettes.)
Another helpful thing is that by selecting that magnifying glass icon, you can capture the color of any pixel on your screen. So, you can select the magnifying glass, hold it over one of the color boxes in the PWS, click on it and select that color!