AFAIK there is no way Ulf can host new/close buttons without ugly hacks on layer bar using current widget set. I might be wrong though.
For me even quicker way is to map new/close actions into right-click context menu:
http://aab.spin.ee/img.misc/kmeleon/km-layers-are-nice.png
Middle-click close should work, according to Ulf. If not in 0.7 release then grab latest layers.dll from his site at
http://kmeleon.freewebsites.com/. Haven't tested yet, can't say for sure.