It sounds that kdm is not your default login manager. Did you install it? Did you make it the preferred one? Have you tried
# dpkg-reconfigure kdm
? Another way to fix it is to edit the inittab file (/etc/inittab on RH9, I haven't my debian box right here). The last lines look like
# Run xdm in runlevel 5
prefdm runs the default login manager. You may replace prefdm by kdm. But try more system-friendly configuration first.