Should be able to add cost codes well adding Bills and/or Misc. Expenses the same way you can add a new company and come back to where you left off. You don't realize you are missing it until you go to add and having to leave the page and start all over.
Lisa,
If you were able to add Job Cost Codes on the fly like that, there would be no cost budget or SOV for that Cost Code. How would you handle that?