Sorry, it's the "Edit" button next to the "Sources" on any individual item. So look at the Ammunition tab, for example, below the big box where you put a description on the right (below "Weight" and "Treat as Standard Gear"). It's in pretty much the same spot for everything. In other words anything you create can have a Source set for it.
Ah, so I need to go back and set a source for all the new material I've done, then? Is that why its currently just loading automatically when I pull up the SW system?