Sorry to Necro a thread, especially for my first post, but I also had this same question, saw this post when looking for an answer, found no answer, and then solved the question myself with a quick test in GNUCash so figured I share the answer for anyone else who stumbles across this post with the same question.
When creating the new Security, just manually type the name of the exchange in the "Type:" box exactly as it is referenced online (in this case OTC:BB). As long as it exists on "Type of Quote Source:" you choose under "Get Online Quotes", it will pull the numbers for the stock / fund. Also, once you do this the first time, this exchange will now always be an exchange you can choose using the fly-out carrot selector list for exchanges in GNUCash. Hope this helps someone looking for an answer later.