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I believe it says in one of the few books that at a certain number of thaumatergy you can create your own path.

I forgot what level though.

This is an excerpt from the core rule book.

"If a character reaches Level Five in her primary path and increases her Thaumatergy score afterward, she mat allocate her "free" path dot to a different path. Thaumaterges may create their own paths (through player and Storyteller collaberation) once they reach the Sixth Level of Thaumatergy."

There you go. You have to have Dot Six in Thaumatergy before you can create your own path. There's a bit more to do with Thaumatergy though. I'll check the core rule book again if you guys want, and I also have Blood Magic: Secrets of Thaumatergy.

Here is your answer...Its a b***h

Taken from pages 67 and 68 of Blood Magic – Secrets of Thaumaturgy

CREATING NEW THUMATURGY PATHS
Creating a new path is much more difficult than performing any other aspect of magic, even creating new rituals. To create a new path, the thaumaturge is required to have a minimum Occult 5 and Thaumaturgy of Level Five. The thaumaturge must also have access to a haven with a laboratory while pursuing this study into the unknown.
The player creates the path as he wishes to see it (including what effects it has, durations, ect.) and submits it to the Storyteller. To be sensible, all the powers of the path should follow a common theme. It should not be a combination of random and unrelated powers the player wants access to. A good rule of thumb for the power levels is to compare them to other path powers at the same level. The Storyteller determines whether or not the new path is acceptable. If not, she makes any modifications she deems appropriate or scraps it entirely (after a few months of research by the character).
The Thaumaturge then begins an extended action rolling Intelligence + Occult (difficulty 5 + the level she is researching) and requiring five successes. Every time a player makes this roll, she must also spend five blood points per every level of the power she’s researching. These blood points need not necessarily come from her immediately, but she must have them readily available (it’s assumed that she consumes them and spends them as necessary during the research). Each roll represents one year of research and experimentation, with success allowing the character to develop a single level of the path. Each level of the new path represents this process and levels are researched sequentially. A character may not learn the next level of a new path without researching and creating it first. A botch on any given roll resets the successes garnered for the creation of the path’s level to zero. Generally, it takes years to develop the path from beginning to end, but the path to knowledge and power is not an easy one.
For example: Vivienne has decided to research and create a new path upon the principle of emulating “faith healing”. The Storyteller approves the path and Vivienne’s player, Mark, makes the Intelligence + Occult roll and spends five blood points. Vivienne’s Intelligence is 3 and her Occult Ability is 5, so Mark rolls 8 dice. The difficulty to unlock the secrets of the first level is 6 – a Level One power plus the base difficulty of 5. Mark rolls 9, 8, 6, 6, 6, 4, 3 and 3; five successes. In just one year, Mark spends the experience points to let her learn it. Later Mark tries to see if Vivienne can uncover further secrets of thaumaturgical healing. He rolls eight dice again and spends 10 blood points, this time yielding three successes (against a difficulty of 7, as this is the Level Tow power), which means that Vivienne is getting closer, but hasn’t quite completed the formula. The next year, Mark rolls again, spending 10more blood points, but botches. Vivienne’s three successes vanish – she must have made some error or overlooked some property of vitae. If Mark wants Vivienne to continue learning this path, he must start again at Level Two.
The new path requires the expenditure of seven experience points for the frst level and four times the current level for all other levels. After the thaumaturge researches and successfully develops each level, the magus can teach it to others at the normal cost for a Thaumaturgy path.

The core book also brushes on making you own path however it is much less developed and simplistic. White Wolf clearly intended this to be a difficult process for the character and I can see why. So, if I were you, I'd follow these rules but it’s your game so feel free to go for the easier more simplistic method detailed in the Core Book