I finally found it !
To use these command line options, once the analysis is created, you have to select Run>Batch... instead of starting it within Pro/Mech.
Pro/Mech will then create a batch file which has to be modified in order to add the command line option.
As an example, I have added the contact penetration option here:
.............
call "C:\Program Files\PTC\Creo Elements\Pro5.0\mech\bin\msengine.bat" "Analysis_name" -i "Analysis_folder" -w "Temp_folder" -solram 1000 -ascii -modeltype mda -num_threads ALL -contact_penetration 0.001
Then you just have to launch the analysis by double-clicking the *.bat file. (if Pro/Mech is still running, you can look at the run status in real time)