KMPlayer isn't known as being an application with full support for plug-ins. Yes, it does support plug-ins, but there are few available on the Internet. The most known plug-in is AudioScrobbler and MiniLyrics. AudioScrobbler shows what you're currently viewing or listening to websites like Last.fm.
You can use the following list to download them: http://forums.kmplayer.com/forums/showthread.php?t=2319
To install the plug-in, download it and then copy the files from the archive under the Plugins folder in the KMPlayer's installation directory.