@Moriador: That would be a bad idea, as a new group will break the rig. Yes, the new group will show (or should), but bones have to be named exactly the same as groups and each group has to have its own corresponding bone in order for everything that comes after it to follow the rig. So the new group won't have a bone assigned to it, and the leg will be broken. -- IF the morph tool worked with material groups then your method would work, as material groups don't require bones or specific naming conventions. But unfortunately the morph tool only works with geometry groups. 

@Pumeco: You can save a scene file directly into the library (the last icon at the top of the library pallet) - I often do this and so far none of them have been corrupted. It will create a .pmd file along with the .pz3 file and a .png for the library image - a thumbnail version of whatever the scene looks like when you save it. For some reason it seems that saving directly into the library this way, instead of saving from the file menu, just works better. But definitely save a copy of the figure (.cr2) into your own figure folder first.