Nice!! :D it hides tray icon
Like phoenix said, if you choose no to leave locked it asks for pass again.
It's not foolproof. If you:
A- End KzLock.exe, then end Kazaa process, in that order (using taskmanager), then reopen kazaa, and poof! no lock
B- Shutdown KzLock, select leave locked, then end kazaa process using taskmanager, and reopen kazaa -- no lock
basically the only way to unlock should be through the prog kzlock and no other way