I would like to know what is the difference between the two options : "ban peer" and "kick peer". By the way, is there a way to unban an ip or to give more priority to a given ip ?

As on IRC, if you simply kick someone, he can rejoin the channel, if you ban him, he can't unless you lift the ban. Hope you get the analogy.

You can remove bans in File -> IPfilter. Closing KTorrent erases all bans as well.

You cannot "give more priority" to any peer.