This PF poster reported a success, by using the Debug Mode:-
http://www.pentaxforums.com/forums/pentax-dslr-discussion/162237-pentax-kx-dfs-success.html
And quoted:-
"I was looking through the firmware 1.02 for the Pentax KX and noticed the keywords DISABLE_BULB_ALG. I gave it a try and it worked. I no longer have DFS using this command. I'm not sure how many things are contained in the algorithm that is being disabled, but definitely DFS is one item as the camera is immediately ready to take a picture with long exposures. I tested with a 1 min exposure and a 5 minute exposure. Definite increases in hot pixels and bloom with increased exposure time, but with image stacking and dithering these are easily eliminated in typical astrophotography (my hobby) image processing. I'm not sure if there are any other effects with this command yet. Still need to conduct more tests."
For how to enter and work with the Debug Mode, see my this earlier tutorial. Do remember to copy also the new file of "SYSPARAM.TXT with the line of [DISABLE_BULB_ALG] in it as instructed, in addition to the MODSET.492 file in the root directory of the SD card. In addition, I think the command line of the [DISABLE_BULB_ALG] should be followed by a Carriage Return character (Enter), otherwise, the command would not be executed.
For other Pentax owners of other Pentax DSLR models, maybe this method would also work. Do let us know about the result if you try, no matter it is succeeded or not. For how to enter the debug mode of many other older Pentax DSLRs, read this report.