Visited links don't have a different color because of a bug in the embedded version of Mozilla. However, there is a workaround for that. See:
http://kmeleonbrowser.org/forum/read.php?f=1&i=993&t=993
The files you need are posted here:
http://tln.lib.mi.us/~amutch/pro/kmeleon/khistfiles.htm
Copy the files into the components directory in Program Files\K-Meleon\...
Also, they are working on a fix for that bug so hopefully, that will be ready by the next release of K-Meleon.
Andrew