It'll be really a nice feature to have an option in the preferences (and in the command line) of choosing if kmplayer should run in a single instance mode or in a multiple instance mode.
Until the implementation of this option you can use the simple script I've wrote to check if kmplayer is running, and if so through dcop send a file/url/etc. to the running instance.
You can use it instead of kmplayer command.
The file name I use is: kmplayer-wrapper
You can name it as you wish, put it in a dir from the PATH variable (for example /usr/bin) and make it executable...