If you were installing from source wouldn't have this problem so I am assuming that there is some packaging in the distro you are using.
Well the parts in wich KDE is divided depends on the distribution you are using. If your are using RPM based or Debian or Gentoo or any other that as a package management utility you shouldn't have a problem.
Try to intall every KDE part with that utility and they will be installed in the correct order (with all the required dependencies). Anyway this normally is something like kdelibs, kdebase, kdenetwork, kdepim, kdeutils, kdeedu, kdegames (and maybe some more).