A little update.
I have removed sass, haml and compass. Then installed again only compass (which already installs haml and sass)
$ sass
/Library/Ruby/Site/1.8/rubygems/dependency.rb:247:in `to_specs': Could not find haml (>= 0) amongst [RedCloth-4.2.7, abstract-1.0.0, actionmailer-3.0.8, actionmailer-3.0.7, actionpack-3.0.8, actionpack-3.0.7, activemodel-3.0.8, activemodel-3.0.7, activerecord-3.0.8, activerecord-3.0.7, activeresource-3.0.8, activeresource-3.0.7, activesupport-3.0.8, activesupport-3.0.7, acts_as_ferret-0.5.2, arel-2.1.1, arel-2.0.10, arel-2.0.9, builder-3.0.0, builder-2.1.2, bundler-1.0.14, capistrano-2.6.0, chunky_png-1.2.0, compass-0.11.1, compass-960-plugin-0.10.3, daemons-1.1.3, dnssd-2.0, erubis-2.7.0, erubis-2.6.6, fastthread-1.0.7, fcgi-0.8.8, fssm-0.2.7, highline-1.6.2, hpricot-0.8.4, html5-boilerplate-1.0.0, i18n-0.6.0, i18n-0.5.0, jk-ferret-0.11.8.3, libxml-ruby-2.0.6, mail-2.3.0, mail-2.2.19, mail-2.2.16, mime-types-1.16, net-scp-1.0.4, net-sftp-2.0.5, net-ssh-2.1.4, net-ssh-2.1.3, net-ssh-gateway-1.1.0, polyglot-0.3.1, rack-1.3.0, rack-1.2.2, rack-mount-0.8.1, rack-mount-0.6.14, rack-test-0.6.0, rack-test-0.5.7, rails-3.0.8, rails-3.0.7, railties-3.0.8, railties-3.0.7, rake-0.9.2, ruby-openid-2.1.8, rubygems-update-1.8.5, sass-3.1.2, sqlite3-1.3.3, sqlite3-ruby-1.3.3, thor-0.14.6, treetop-1.4.9, tzinfo-0.3.27, xmpp4r-0.5] (Gem::LoadError)
from /Library/Ruby/Site/1.8/rubygems/dependency.rb:256:in `to_spec'
from /Library/Ruby/Site/1.8/rubygems.rb:1182:in `gem'
from /Users/lyssandroreis/.gem/ruby/1.8/bin/sass:18
Same for haml.
Compass watch seems to be working just fine.
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