I don't know what kmess is, sorry.
Perhaps you haven't saved your session (I am guessing you are using Gnome, it helps to tell stuff you are using when asking questions) settings.
If you are wanting to start with nothing launched, close everything and go through the menu until you find something about programs>settings>Session>Save Current Session. Then I would start wanted programs with the file /home/<user>/.xinitrc. Here is mine:
Esetroot ~/backgrounds/linux.png &
gkrellm -w &
I start in command line and command startx to start the gui. If you are using a gui login, the config file for the login manager that you are using that works the same way and you put it in that file instead.