Yeah, SMHI threatens with the season's first snow in Stockholm
Presently the clothes in the mhx file are very basic; eventually they should be made by artists. This is more to test the dressing algorithm. A piece of clothing is implemented in the same way as the proxy meshes, except that an offset between the character and the clothing is allowed, cf. the sweater's collar.
You can control the exported clothes by editing the proxy.cfg file in the MH program folder. There is also an option in the mhx importer to turn off clothes.
If you want to make your own clothes, you can try utils/mhx/make_clothes.py. There are instructions in the top of the file.
I think the algorithm works reasonably well for normal clothes, which fit the character reasonably well. Some type of clothes will give you problems, though:
1. Clothes that are far away from the body, like a skirt or a coat.
2. Clothes that affect the rest pose, like high heels.
To keep the body from peeking through the clothes, do some or all of the following:
1. Delete verts below clothes.
2. Paint the body texture transparent below clothes.
3. Edit the clothes so it covers the body.