No problem, IF this option worked as expected in 0.4.2, what you would want to add to your mrjob conf is something like this:
Instances.Ec2SubnetId: subnet-XXXXXXXX
However when you actually do this, mrjob complains that it doesnt recognize the option and proceeds to not launch your cluster in the VPC.
The easiest workaround I have found (creating / bootstrapping a cluster manually, as I previously mentioned, is a pain) was to actually patch the mrjob source code (you only need to do this for the mrjob on your local machine, the cluster can use the unpatched version), something like this:
mrjob/emr.py around line 1187
emr_job_flow_id = emr_conn.run_jobflow(
self._job_name,
self._opts['s3_log_uri'],
api_params = {'Instances.Ec2SubnetId' :'subnet-XXXXXXXX'},
**args)