If you're using KDE 3.3.x, this is can be done. Following your example:
- Open Kwrite
- Right-click on the title bar
- Choose Advanced -> Special window settings...
- Select the top-most option, click ok
- In the next screen, go to the "Geometry" tab
- Check the box for "desktop", select "force" from the list, and choose the desktop. Apply the settings, and next time you start Kwrite, it will go to the desktop you specified.