Select the brush (entity) then change the entitie name. It's a scroll-down list so you can choose what other entitie you want it to be.
This can sometimes lead to 'unused keys' but as far as I know this doesn't lead to any compile or game errors. If you want to be totally sure, move it to World first and then again to Entity.
To add other brushes to an existing entity, select the entity and the brushes to add and move them to Entity, you will be asked if you want to add the selected brushes to the entity. Just say Yes.