The rigid bodies in the simulation I made seem to hover a small distance of the ground.
How can i minimize this and set their skin thinner? I have tried with m_allowedPenetrationDepth but it I didn't achieve whatI wanted.
This distance is necessary in order to reduce penetrations (which are very expensive to resolve). The way to solve it is to make scale your display meshes up a little so that when you render your scene, you don't see that size. In the Havok Content Tools there is a filter to automatically scale your objects down a little when exporting to Havok entities (Physics->"Shrink Shapes") but you can do this manually too.
Under the docs, if you look at Physics->Dynamics->Collision Detection->Optimizing and Tuning Collision Detection->Convex shape radius, this gap is explained. "Visual Implications of Convex Radius" explains briefly about the visual artifacts you're seeing and what you can do to resolve them.
That was fast. Thanks for the answer. It got me on my way. :)
Happy Havok-wreaking :-)