Go to "Settings"->"Configure Konqueror" menu item, after configuration window is opened select "Web behaviour" from left. Then press "Additional parameters" button in "tabs" section (somewhere in the middle of the form) and tick "show close button instead of site icon". Voila! Actual menu and button labels can differ from what I wrote here, I use russian i18n for KDE and had to translate their meaning from russian to english. Hope you'll find your way 'round.