I am using kMyMoney 4.6, and tried to import securities from Quicken... it opens the file, chugs for a while, and then simply closes!

Any ideas what might be going wrong, or how to troubleshoot or fix?

Have you been able to do any import yet ?
Mind you, that I don't think I did any importing of securities from Quicken, only bank accounts.

I think that as to securities, I imported from the broker, Fidelity.

There is probably a syntax error somewhere. Try splitting the file (remove half of the operations). If it works, the error is in the part you removed. Switch to that part (keep account definitions). Remove half of what is left. Repeat. Once you have found the problem, fix it and re-import everything. It is easy to remove all imported operations in KMM: display them in the ledger using the status menu, hit ctrl-a, and click delete.