Version:           KDE Daemon: $Id: kded.cpp 380816 2005-01-21 15:36:26Z waba $ (using KDE KDE 3.4.1)
Installed from:    Slackware Packages
Compiler:          gcc (GCC) 3.3.4 
OS:                Linux

The option to switch off the laptop monitor when closing the lid in Control Center is located  in the Laptop Battery section, Button Actions tab. You can set it by checking the checkbox "Brightness" and setting to the lowest value the slider.
If i do that, a series of "QFile::open: No file name specified" errors start to appear in the console frot which I started X. These errors also fill the .xsession-errors log, and, since they come out at the rate of 2/3 for second, they can easily make it huge.
As you switch this option off, these errors stop to appear. I verified that by killing kded and re-starting it in another console, and the behavior I described continues, with the messages appearing in the new console.

I think this is a simple problem, probably a file missing, but it's very annoying and it makes impossible to use a very useful function.