I had the same issue. I changed from using gdm to kdm. Once I did this, and logged in, KDE would not start, it just gave me a command shell.
The way I fixed my problem was to delete all of my kdmrc files (locate kdmrc). Once I did this, it seems that kdm recreated a default kdmrc file, which loaded KDE. I then used the Control Centre - Login Manager - to reconfigure my own login settings.
Nick.