I only think it weakens them if you push them all the way in, so to speak. I just attatched them quite loosely, makes for a flimisier construction, but doesent seem to stress the pieces that much.
This is actually my first "new" skeleton, i got a bunch of the old ones, but their arms arn't really good for anything else than flopping around in a quite pathetic manner.
now i seem to need moar, so i can make skelletons with extra long legs and arms... will propbably look a bit like "Lillebror" in Riget (the danish and original version of kingdom hospital)
well, now i see i wan't that careful with one of the arms, the way i meant is the way i used on the mace-arm.