In fact, it was just necessary to move the profile folder, not all the k-meleon folder.
To make it and keep all the parameters of the profile, just remove profile.ini in k-meleon folder
Launch K-Meleon which will create a new profile under the win user profile (C:\Documents & Settings\<user>\Application Datas\K-Meleon... for XP, don't know for Vista and Seven)
Quit K-meleon and move dat files from old profile to new:
accel.cfg if modified
bookmarks.html
cookies.sqlite
gestures.xml if modified
history.dat
IconCache.dat
menus.cfg if modified
permissions.sqlite
signons.txt
user.js if modified (just have a look to see if old path traces in it)
A+
Mozilla/5.0 (x11; U; Linux x86_64; fr-FR; rv:38.0) Gecko/20100101 Ubuntu/12.04 K-Meleon/76.0
Web:
http://jujuland.pagesperso-orange.fr/
Mail : alain [dot] aupeix [at] wanadoo [dot] fr
Ubuntu 12.04 - Gramps 3.4.9 - Harbour 3.2.0 - Hwgui 2.20-3 - K-Meleon 76.0 rc