Even if you could hide it, the task manager will still let you open it, so someone could see all the porn (or whatever) you are downloading. I think maybe, the best you can do is set Windows XP (assuming you are running Windows XP) to always hide Kazzaa in the systray (like it hides unused icons). This really isn't all that effective, as anyone can click the arrow to view all your hidden icons. I suppose the simplest solution is to stop downloading when you are not sitting at the PC...
\Dan