The My NCBI feature of PubMed has had some enhancements. There is an announcement about this, and yesterday afternoon (UK time) there was an announcement on PubMed that My NCBI would be missing for some hours while the changes were made.
The changes are there this morning (UK time!). My NCBI has a new look (and a new feel, doubtless). There is a "I forgot my password" feature, and you can elect to have your password remembered or to remain signed in at all times. The features that were there before are still there - saved searches, collections, filters - but there is now a "My Bibliography" feature, which appears with the collections and saved searches under "My Saved Data".
My Bibliography enables you to gather PubMed citations to your own publications. I tried this, for my own publications (all 2 of them!). You can choose more than one name, if you appear in more than one form, and the search box fills itself in, in the same way that the index boxes do, in PubMed itself, so you can see what forms of name exist within PubMed. You can apply filters - year of publication, grant number, and so on - and you could search by PMID. Once you have put your citations into My Bibliography, you can sort that list by title, first author and date, and you can remove citations.
You can add Other Citations to My Bibliography, this only searches PubMed and is designed to give you a place to collect other citations, not your own. This seems to suggest that there is no way to add citations that are not included in PubMed. There also seems to be no way to output the citations in My Bibliography into lists. There also seems to be no way to export from My Bibliography into things like EndNote, but since you can export from PubMed into EndNote, that seems not to matter a lot.
New bit - Laika Spoetnik has a posting about what happens if you try to save a search in My NCBI and that search has a line like #1 AND #2 in it. Read the posting if you have problems - and Laika suggests contacting the PubMed helpdesk as well, in case this is a bug.