You can customize the drumset using the Edit drumset dialog. This can be opened in note input mode from the Drum input palette by clicking on the Edit drumset button (bottom left of the program window). Alternatively, in normal mode, right-click on the percussion staff and select Edit drumset...
On the left is a list of available percussion instruments. You can put these in MIDI number order by clicking on the "No." heading; this automatically shows them in note order as well. Clicking again puts the list in reverse order.
The right of the dialog shows you how the selected instrument is displayed on the percussion staff: its name, position, notehead type and note-stem direction.
Any changes made here are automatically saved in the parent MuseScore file (after pressing OK). You can also save the drumset independently as a drumset file.