Automatic learning of Bayesian networks from data is a challenging task, particularly when the data are scarce and the problem domain contains a high number of random variables. The introduction of expert knowledge is recognized as an excellent solution for reducing the inherent uncertainty of the models retrieved by automatic learning methods. Previous approaches to this problem based on Bayesian statistics introduce the expert knowledge by the elicitation of informative prior probability distributions of the graph structures. In this paper, we present a new methodology for integrating expert knowledge, based on Monte Carlo simulations and which avoids the costly elicitation of these prior distributions and only requests from the expert information about those direct probabilistic relationships between variables which cannot be reliably discerned with the help of the data.