Every character has a yaccel parameter in the [Data] blocks of their primary CNS files. That value (default is .4 for KFM) basically defines the character's weight. You make it larger (.5 for example) to make the character heavier and smaller (.3 for example), to make the character lighter. Keep in mind what this is, is the acceleration of the character whenever Physics=A is active and the character is falling, or it's forced with Gravity.