I'm not sure what you mean by the "add" button. I can go into Edit -> Preferences -> Applications, scroll down to "GSM file", and change the Action to anything, including setting it back to "Always ask".
I'm still unclear on what your actual problem is, besides "sometimes it doesn't work". What exactly, on your system, happens when you click on a GSM file? Does it open with an application that you don't like, does it only offer to save to disk, or does it not do anything? Do you have something like mozplugger installed that is taking over the association? Do you have an audio/x-gsm entry in your .mailcap file or in /etc/mailcap?