I tried to create a custom rig and it almost works.
I used [a program](https://bitbucket.org/MakeHuman/makehuman-utils) to generate the files and inserted the correct vertex numbers for the heads and tails and did some other things.
The new bones are displayed at the correct position in makehuman and when exporting they also are at the correct position.
When exporting a pose using this new mesh, it won't be applied to the custom rig for the new bones, but that may be the case because the poses in makehuman are only applied to the default rig.
The problem is, that the vertex groups of the new bones don't appear in the mesh or are empty after exporting.
If you don't know, what to do, I'll upload it anyway, since it's still better than having to create the bones for penis rigging for every object, and may be useful for some users of makehuman.