this is very odd, and the only reason i can think of for not registering properly is that the class id for URL has been altered or removed.
anyway, i uploaded the registry keys that should fix that problem and make kmeleon default handler, i assumed you installed in default location so i edited the keys accordingly to this path:
c:\program files\k-meleon\k-meleon.exe
if you have installed to another path; either edit the keys to your path or merge them and modify the path from folder options>file types
i suggest you delete all the url values that you have manually created before merging the registry keys in fear they might cause any conflict
the keys are self-explanatory to what they register:
save the keys to your computer(right click, save link target as..) and merge them.
for html,htm,,shtm,shtml,xht,xhtml and rdf file types; you can easily register them with k-meleon or in folder options without any problems.
goodluck.