<p>Is there other pathway analysis tools except GSEA using gene set from <a href="http://www.broadinstitute.org/gsea/msigdb/index.jsp">MSigDB</a> database? For example, tools can use user-defined pathway gene set or support gene set (gmt) from MSigDB directly? Thank you.</p>

You could use `qusage` http://clip.med.yale.edu/qusage/. This is a Bioconductor package and is easy to use with R.

You could also use the `piano`: http://www.bioconductor.org/packages/release/bioc/html/piano.html. This is also a Bioconductor package and easy to use.

Go through the manuals and try to follow steps with the given examples.