Intro: If you say that adding actors in MyLevel for a MH map is simple as in a default DM I will tell you to forget this, especially if you are listening other "tutorials" saying to open MonsterHunt.u file for making your MH map. DO NOT open that package if you want to compile some stuff in MyLevel unless you have a good replacement for that original file in your modding/mapping copy of UT - NOT version used as Player

MonsterHunt.u file can be opened ONLY if you have finished doing your custom actors else you'll screw up your work, so it is advisable to not have it defined as "EditPackages=MonsterHunt" as explained in "high-tech" type tutorials and neither in whatever "mapping" forum or such.
You can use another map as a temporary source with a MyLevel already done/compiled but I will tell you a secret(/or not a secret).
Temporary map A has a Weapon/Pawn with a custom skin also MyLevel-ed. If you want that stuff for your MH Map B you have to do some small stunts. You can select Pawn/Weapon from map A being prepared for transportation in your map B without closing Editor. This might NOT BE ENOUGH.
Editor when is switching maps uses to purge garbage. By chance it might purge SKINS/Sounds previously loaded in MyLevel if are not selected/referenced nowhere - not created in that session... In next moment if you add a MyLevel-ed actor with that skin/sound removed but referenced, Editor will freeze or will crash, and if you are forcing a map-save (due to some speed affinity) by chance you will screw up your work - map B. Weapon or Pawn will have a skin which doesn't exist anymore.
In order to prevent this skin lost (sample BerserkStinger from BirdBrainedResearch map - random sample) you have to open Textures Browser and inspect MyLevel package - you can even select one of textures from MyLevel - the same with Sounds if dumb things are happening toward custom stuff. By using this Way of Browsing all MyLevels (textures, sounds, actors) you will gain references preventing Garbage Collector to remove essential parts from MyLevel-ed actors when next map B is being loaded - see log. Also you can setup a SoundEvent in temporary map A and/or a wall using that texture from MyLevel and selecting/deselecting them a bit (will gain some Undo action referenced).
If garbage collector will not purge these needs, MyLevel-ed actor is usable else map goes badly borked, do not try to save it if Editor seems less responsive at this point.
The second easy way is using a MonsterHunt.u file recompiled clean - that's why you don't need to mess your default client. Even client with S3TC textures is not good at mapping so you can take these in account for working in another UT copy special for mapping/modding purpose. For compiling a new U file you need to know some basics about coding packages else first method might be more friendly. A clean file and generally clean packages will not cause pain like those screwed up on purpose or those compiled using hackish methods (OldSkool here).
Any questions goes bellow...