1) Open your creature creator.
2) Make one of the last spines as small as possible.
3) Drag it down to very ground. Try to keep it horisontal.
4) Place a limb to the very end of the body. Stretch the limb so you could operate with the first one (attached to the body) easely.
5) Enlarge your penis joint to maximum size.
6) Carefully drag the joint upwards. It sould make a tiny jerk.
7) Now shrink it. The limb must vanish.

It is not easy to master the secret of invisible limbs.
For those who need a video here it is. (you can skip the first advise about making one of the spines big)

This thing happes because the limb has no connection with the body. If you move the body up and down you will see the limb sometimes.