If you want to try the KDE4 desktop, you can:
a) Change to it with the window manager (Desktop->desktop settings->WM switcher)
b) Just run it on top of you current window manager by typing "startkde" into a console (Probably good if you just want to have a quick peek at what it's like)
c) Log in through kdm. This is done by exiting X and then typing in "kdm" into the prompt. This will allow KDE to run the way it was designed to, but it requires you to add a non root user. I had trouble with this because I'm not familiar with non root user procedures (having been a puppian all my Linux life) .
Ok , none of this seems to work...