You're doing something altogether wrong because adding KDE should be mighty easy. People do it hundreds of time every day.
You should be aware tha Debian servers all over the world are undergoing some major reorganization today, but I think you should be able to install something like that.
My assumption would be that your sources.list file is messed up. Try posting it here, and let us have a look at it.
First you might
read thru this to make sure you understand the general idea of what you are trying to do.
Edit: Actually, at a closer reading of your post, the reason it doesn't work is that you're using the cd rather than the repos as a source. I don't know what cd KDE is on, but it's evidently not the fist one ... unless you get the cd1-kde version.