The KKK, as a group, does not have any redeeming qualities, and haven't for at least 75-100 years or more. Perhaps when they were first formed, as a social club for Christians, that may not have been the case. But the past 100 years of radical violence against individuals and groups of people based on race has destroyed any semblance of "good" that the KKK might have once stood for.
That doesn't mean that every individual Klan member is beyond repair, as it were. Some people just don't realize that their thoughts are based on ignorance. Most of them truly believe that blacks, Asians, hispanics, and other "people of color" are, in some way or another, out to get them. Many of them have ben raised to believe that people like Martin Luther King Jr, and Affirmative Action were solely intent on breaking down "the white man", and placing him beneath "minorities". The sheer lack of education is positively overwhelming. But still, there are many members that could very well change their beliefs, and lives, with just a bit of tolerance and education.
People shouldn't be thrown away like yesterday's trash because of a bad decision. But you should definitely sit down and have a talk with your friend. Find out why. Bring some resources, some reasons, some solid evidence and talk to your friend about what he feels, and where those feelings should be directed. Nothing wrong with hating the SOB that killed your father. But applying that hatred to an entire race is wrong...
I hope you can talk your friend out of associating with such a violent and hateful group. But if not, do yourself a favor, and put as much distance between yourself and the Klan as possible.
And in my opinion...there is nothing wrong with hating the KKK and it's general membership. Anyone that is a proud supporter of the KKK and it's ideals deserves to be treated like the bigoted scum that they are, and I don't believe in turning the other cheek. While I don't believe that every single member of the KKK is a murderous, worthless, P.O.S....it's really difficult to imagine ANYONE supporting an organisation like the KKK without feeling the same deep-rooted hated and aggression as the KKK promotes. I mean...if you support it's actions and ideals enough to show up and shout at a rally, or wear your "colors" for a parade, than you obviously agree with the Klan enough to make it public knowledge. That pretty much places you in the worthless category, in my book...(not "you" to anyone specific, but in general)