There is no such entry in the Desktop context menu on vanilla KDE. I heard that it's something only Fedora has. Neither Kubuntu nor Gentoo have it, and I guess openSUSE doesn't either. I'm not really sure if it's possible to easily add it.
OS: Kubuntu 6.06 LTS (Dapper Drake) | KDE 3.5.3
Computer Specs: AMD Sempron 2200 1.5Ghz | VIA KM266 Pro 8235 chipset | nVidia GeForce MX 4000 128MB DDR-RAM 32-bit AGP 8x