"I installed Azureus and its Java things great. And from CL I can launch with no problems. But how can I make a icon in KDE Desktop or Start menu to launch it at once easily? I tried using the KDEMenu creator and added Azureus, but when I click the item in the menu, it shows that Azureus is loading in the taskbar, but then the Taskbar item disappears (after 10 about seconds)."
One thing that you could try is to change the Azureus menu entry to start Azureus within a terminal.
Be prepared. Create a LifeBoat CD.