How to save the setting in KDE ?
 

Every time I run Fedora 5 in KDE, it turn on skype and gaim , and check up firfox entension updates, why ?

I have shut down skype and gaim and uncheck the firefox entension update before I logout.

THank you !

Once you have closed the applications you do not want, you should do K -> Save Session before you logout.

Or in K -> System Settings (Something) -> Session Manager, Select "Start with Empty Session"

HTH