How proficient are you with computers? If you know a bit more than the average Joe you can use the
kill command (found in the Win2k Resource Kit) to kill Kazaa. What you need to do is find out Kazaa's process ID (in Task Manager or the
ps command and then write a batch job to kill that process ID and use Task Sceduler to execute it at a given time.
Simple!

:s6:
Or...
take xf_xr6's suggestion further. Get yourself a power timer and plug your ADSL modem into it and have the timer cut power when you want it to.
Or... (But wait, there's more!)
Get a hold of the shutdown command (again on the Win2k Resource Kit) and use Task Scheduler to shutdown your PC.
May the force be with you!