Note that KDE 4.0 (yes, they're angry if you call it "KDE4" or "KDE 4" or "KDE version 4"
funny?) is not considered an everyday desktop for the casual user by the KDE 4.0 development team, despite of what you could think a 4.0 even version number means. They say it's maybe
usable when it turns 4.1 or maybe later. Shortly put, the desktop loads, looks good, crashes, lacks features (like a graphical wireless connection manager), is probably slow(er than they would want) and overall doesn't do half what KDE 3.x does. You're welcome to try and cry, of course. I had my fifteen minutes with it (one and a half configuring wpa_supplicant to get on air) using a live-cd, and can't say I miss it. Maybe in a year or so when it grows usable, I'll retry it.
The menu layout is horrible. Ok, in MS Windows Vista they did some bad decicions, but why does KDE team have to follow their line? Menus over/inside menus? Huh? Where did the fast "I'll rather take that other submenu" ideology go? How am I supposed to jump from a sub-sub-sub-sub-menu to another sub-sub-sub-sub menu quickly, if I have to click back back back back, then start again with another submenu entry from the main menu? If that was their idea, there should be nothing except that Search box in the menu
Actually the new-old Run dialog (with calculator, desktop search and whatnot) would be perfectly ok to replace that sort of "K-menu" they're now having.
Enough for now..but KDE website really has information about how to set it up, so does Ubuntu's, and probably Fedora's (or so I hope). Usually KDE 4.0 installs so that it doesn't overrun 3.x, and might take some steps to have a "full KDE 4.0 session" run..