The close button could be enhanced to not close the "program", only the window, by minimizing it.
A possible configuration would be click to minimize, double click to close, and pushing for an amount of time to kill.
Minimizing is the behaviour of the close button on PDA's, and in kopete and amarok (each app could decide if it should minimize to the task bar or to the icon tray). Also, this would give coherence to the behaviour of those two apps in kde.
Collateraly, you won't ever close an app by mistake (you can recall it from the taskbar), and even better,
no need to go all the way File->Exit when you really want to close kopete or amarok.