Locate the section for your github remote in the .git/config file. It looks like this:
[remote "origin"]
fetch = +refs/heads/*:refs/remotes/origin/*
url = git@github.com:joyent/node.git
Now add the line fetch = +refs/pull/*/head:refs/remotes/origin/pr/* to this section. Obviously, change the github url to match your project's URL. It ends up looking like this: