I know it's just a cosmetic thing but I find the underlined filenames harder to read and, frankly, ugly. And it took me some time to figure out where that option is set. Actually, I searched the help in kcontrol and only then found the option under "components".
Could we have the underlining off by default? Also, all links in knode are underlined. Is that a kdelibs thing? Should I file a wish at KDE asking to make URL appearance consistent over KDE apps? - Mark