I use FreeBSD 7 and KDE 4.2
In gnome when I switch or go to another Desktop , if I open files or application in first Desktop , after switch I do not see what application is open in second desktop

but in KDE 4.2 , this is not happen for example in first desktop I open Terminal and Firefox and file manager , and all of them are shown in panel and I can see them in all of them in near of clock

when I change Desktop and go to Second Desktop and open Opera , I see all open application in panel and I can see which application are open

I do not want see open application of first desktop in another desktop in panel
like GNOME
what I must do ?

This was added in KDE 4.2 I think....
Right click Task Manager ( area where open applications are displayed on panel ) > Task Manager Settings > Only show tasks from current desktop.

Do a rightclick there, where the windows are listed.
Click on settings.
Set a hook to "Only show tasks from the current desktop".
Click on "OK".