If you put a single vertex to act as the center of the hand, select it, go to the Skin modifier in the modifier stack and click “Mark Loose”. Then extrude the fingers out from there. That center vertex should act as a sort of center point for the fingers rather than another complete chunk of the mesh. I hope that made sense. I just learned the technique a few days ago from one of Jonathan Williamson’s tuts over on Blender Cookie. Tried it for my latest character attempt and it worked like a charm (with a little tweaking involved to get it to look right).