theres a few ways you could do it, either run from CLI (terminal) but whack a '&' after to run in background ie ...
or, create a shortcut on your desktop which executes the program (gaim), I cant quite remember how to do this in KDE since I havnt used it in a while, theres a load of other ways aswell, but these are probably the easiest, hope this helps a bit
PS. Sorry if any of that sounded patronising