One of the most often mentioned solutions seems to be that you must have write authority to your profile. Do your settings changes get lost after a shutdown and restart?
There are lots of entries in the forum talking about this. Use the search string "K-Meleon wasn't closed properly" without the quotes in a forum search and select "All Dates:".
As for myself, I never install KM. I just use the 7z version and make sure there is a zero byte "Profile.ini" file in the root folder when I first start KM. Doing it that way puts my profile in the same folder tree as the program. Of course the means you have to have write authority to folder where you put KM. If you remove the Profile.ini file before first start, your profile will be in applications data\k-meleon.
If you can use an English language version, then I would recommend you try my 1.6.0 beta 2.4 version. You can find it here: https://dl.dropbox.com/u/1522294/K-Meleon1.6.0_Beta2dot4_en-US.7z
That version has a help menu item called "Troubleshooting" which should be able to determine if you have write authority to your profile.