libraries/MySensors/core/MyPrivateConfig.h.sample contain an example for how private configuration data can be organized. Rename that file to MyPrivateConfig.h and place it in the same folder as the sketch you want to build and include it in order to add private settings that you for various reasons do not want to store in git: Make sure to place this include before All MyPrivateConfig.h files are ignored by git.
For information on installing libraries, see: http://arduino.cc/en/Guide/Libraries