Currently, you must go to setup > Assets > Asset Types and add an Asset type or manufacturer/model BEFORE you can add an asset of that type/manufacturer/model.
It would be nice, when creating a new asset, to have the option of "New Type" or "New Model" in the drop-down. That way you could create the type and then add an asset of that type in the same window.
Sometimes I go to add an asset and realize it's the first of that model. I then have to go through the trouble of setting up a new type then go back to Assets and add it.