ahhh ok, usually when that happens it's ever minimized to the taskbar, or open task manager or process monitor and it usually is still actually running.

If your running process monitor usually a restart will make it re-appear with the option to re-open your last session.

try Edit -> Preferences -> select the Network/Performance check box, and select the cache option and just fiddle with the settings in there, then click Close and then File -> exit k-meleon, wait a few seconds for it to close down properly, then re-launch.

I usually have it open with a few tabs 9+ and can leave it open overnight and refresh the tabs and it still runs smoothly.

Also here's a few good links you should check out next time you decide to give it another try.