I think this is because your floppy is either not mounted before you do the transfer and/or the floppy was not unmounted before it was removed.
Things are different than in Windows. You have to insert the floppy disk, then mount it, then transfer the files, then unmount it - then you can remove it safely.
Mounting the floppy disk can probably be done in a nice way on KDE, but in a terminal you can do it by going:
mount -t msdos /dev/fd0 /mnt/floppy
So /mnt/floppy is now the directory of your floppy disk. To unmount it, you can simply go:
Then you can remove the disk safely! You might notice that when you issue the umount command there is a lot of writing done the the disk. This is because sometimes the write is delayed until a umount, or a sync. So if you remove it without umounting, those files, or parts of them, may not even have been written out yet.
Incidentally, this is the same with hard drives or other read/write removable storage you want to use.
If you try and copy files to /mnt/floppy without the disk mounted, the files will probably just end up on the hard drive that / is mounted under.