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As an alternative to the mhx rig, MakeHuman characters can also be rigged with the popular Rigify add-on by Nathan Vegdahl. Links to documentation about Rigify in general:
To use Rigify, the character must first be prepared in MakeHuman. Select the Export for Rigify checkbox in the Options group and export the file. This checkbox overrides any other rig selected under the Skeleton tab.
In Blender, enable the Rigify add-on. It is found in the Rigging category. Press Save User Settings to remember the choice.
Import the mhx file as usual. John Doe is now rigged with Rigify and ready for use.
If the Rigify add-on is not enabled, an intermediate rig is imported and an error message appears. If this happens, open a new Blender file, enable Rigify, and try again. Alternatively, you may select the armature and press the Rigify MHX Rig button that appears in the N-panel (after you have enabled the Rigify add-on, of course).
Disclaimer: MakeHuman has no control of the Rigify add-on. Rigify support was tested with Blender 2.69. If the specification of Rigify changes in the future, mhx file exported for Rigify may cease to work.