The changes on the filesystem are stored in the /var/lib/msec/perm.<level>. This can be modified by using the /etc/security/msec/perm.local with the same format as the file in /var/lib/msec/perm.*
The config file changes can be modified by using the /etc/security/msec/level.local. See the mseclib man page for more details.
The current checks configuration is stored under /var/lib/msec/security.conf. These settings can be overridden in /etc/security/msec/security.conf with the same syntax. For example, the MAIL_USER can be used to change the e-mail address used to send the daily mail report.