Do you mean for everytime you make a new scene?

If so you would have to write a scriptjob in mel to import/load that scecific shader each time a new scene was created.

However I can't help but feel that is not what you are after and can't work out what it is you do need, because if you just want that shader to be in the hypershade in that scene then it will be as long as you don't delete it.

Maybe I am missing the point completly?

Chris

EDIT: Or do you mean somewhere like at the side of the hypershade like other materials?