1. Start downloading a torrent with more than 1 file.
2. Delete the 2nd file outside of ktorrent.
3. Do a "check data" in ktorrent
4. ktorrent complains
5. Mark the missing file as "do not download".
6. Do a "check data" in ktorrent
7. ktorrent still complains

How do you delete a file after ktorrent has started downloading it?

Go to the files tab, right click on the file and select Delete File(s)