I am using mandrake 8.2. But when I run Kicq, the program will
just show loading. When finish loading there is nothing appear.
But I am able to run it when I first install. And is there any program
that can play rm (real media) file. Pls help.

When I type the q -p qt-gui command, this followimg message
show.
[WRN] Licq : Ignoring stale lockfile
.But the program will show up anyway as long as I don close
my shell. Is there anyway I canfix it so that when I click
the link it start up. Also is there any possible I can transfer
my windows FAT32 documents to ext2 in linux. I try but kenot !

Well I don't really know Kicq, you should maybe try the real Licq.
Also,the warning you got is just a warning... if the progs works well just ignore it I suppose. And If you start icq from a shell, it's normal that you can't close the shell without closing the icq in the same time. Try "run command" in kde (right mouse button/run) or create a new shortcut to application

I'm not sure to understand what's you are talking about transferring files from FAT32 to EXT2 but yes it's possible (really easy) to do but NO you will not be able to run your old ICQ or to keep your old user list (writing all your number in a .txt is the best way to proceed)