Like any good user of KDE you should know, with the arrival of version 4 notifications were integrated into the panel, as well as the dialog of transfers when copying files.
There is a very simple way to put this dialog back as in KDE 3.x. We right click on the panel icon as shown in the image:
select Notifications Preferences. Next we uncheck the first two options that appear in the window that shows the following image:
And ready. From now on when we copy something, the copy process will always come out as a separate window and not as a notification.
