As soon as I installed Houdini and started working I noticed that the shortcut key for setting keyframes (ALT+LMB) in Houdini wasn't working.
Little did I know that in Linux the ALT key is quite important.
Trick to switch it:
Go to: System>Control Center> Windows (under look and feel)> Behaviour and chance the Movement Key from Alt to Super (that's the window button)
Voila', that should do it!