if you mean favicons for every bookmark entry(so that all bookmarks share same skin default icon), then you'll need to uncheck cache icons on disk in preferences> cache
if you mean removing all icons beside a bookmark; that is a bookmark is just text without an icon; then do this:
(after doing previous step)
go to your skin folder, if you're using default kmeleon skin, go to this folder:
\K-meleon\skins\Phoenity
or if you're using another skin e.g called blahblue
\K-meleon\skins\blahblue
find the bookmarks.bmp file and rename it to bookmarks.old or anything and restart kmeleon