You have to add these calls to the list of irregular callsigns, since not all KG4 stations are located in Guantanamo. Use the EditDXCC application provided in the RUMlog folder and read the related documents. You can download additional callsign exceptions also, using the download feature in EditDXCC.app under the Download tab. Currently there are few thousands calls in the list, so it takes a while to compare this list with yours.
Once your list is uptodate you have to recalculate the DXCC from the affected QSOs in RUMlog, when already logged:
Restart RUMlog and select the affected QSOs and go to Menu-->QSO-->Recalculate DXCC-->With Zones
See also the first page of the FAQ, there are few more examples: http://dl2rum.de/forum/viewtopic.php?f=4&t=11