After a brand new Kubuntu/Ubuntu install, you have to set your root password (from a console) with:
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sudo passwd root
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You will be prompted for a password.
It is not usual to log in graphical mode on a Linux system, the vulnerability is almost as high as on Windows systems if you do so. Even in console mode, you might use the root account only if there's a really good reason for doing so.
For administration purposes, use
su or
sudo in a console, that's the secure way to do it.
If you're enough foolish to you insist on a graphical root login, you have to edit the file /usr/kde/3.x/share/config/kdm/kdmrc. Look out for the line
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AllowRootLogin=false
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and set the value to true. But I repeat, this is not recommended!!!