I can now create characters using my own bone structures, either drawing directly within the software or importing through tga files (as seen here), with the alpha channel being interpreted as depth map (phew, what a sentence!)

You choose each individual bone and then just draw the weight on the vertices. MSB supports up to four weights per vertex. You can also import collada if you like doing these sorts of things in a more professional way.

But I am horrible at 3D packages...