if you plan on having gkrellm open when you login, thankfully you don't really have to do anything (for kde anyway). just create a shellscript in your ~/.kde/Autostart folder. or if you're using gnome, write the script and add it to your gnome autostart programs list. it's a 3 line script:
ps -eal | grep "gkrellm" > "$file"
read line < "$file"
rm -f "$file"
for col in `echo $line`
if [ "$i" -eq 3 ]
kill -9 "$col"
that kills all the gkrellm process that wasn't closed when you logged out of kde. but kde remembers you had the gkrellm process running when you last logged out and starts up a new gkrellm process.
edit: changed the script to my old script since using the killall "gkrellm" command and the gkrellm command yielded inconsistent behavior.