Honestly said, I don't "believe" in additional "helper bones" in a rig.

I rather use a JCM instead. Much more accurate and a morph much less likely will cause problems along the road than additional bodyparts can do.

But anyway:

At least in PP2012, simply enter the SetUp room, select the bone tool and paint your bone where you need it.

Then use the joint editor to assign which bodyparts should be influenced by the new bone and paint a weightmap.

In this case, I added a new kneecap bone between the thigh and shin to one of my figures.

The kneecap movement can then be linked to the shin movement via the dependency editor.