There is still hope that in furthur releases of km this functionality will be considered, since the bookmarks-plugin is planed to be rewritten totally.
Until this time I use an easy going way to live with the "lacking feature" which is mentioned in this thread:
http://kmeleonbrowser.org/forum/read.php?f=1&i=20833&t=20825
not as comfortable as the FF solution, but helpful nevertheless imo.