Then this is pretty easy, simply log out leaving the programs running, they'll save their current state, and when KDE is restarted it will restore the session.
You can try this now with Konq simply leave a load of websites in tabs, and don't close Konq. Logout and backin, Konq will be restarted and will load the websites you where previously looking at.
This is default behaviour for all KDE apps, and is part of the guidelines.
I would recommend saving files, ( most programs will ask anyway though ).
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