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Edit the file /etc/inittab (or whatever) and change the default runlevel from 5 to 3 (should be near the top).
Drop down the RL3 (open a terminal session, su root and then type init 3).
Create a file in your home (~) directory called .xinitrc and the first and only line should be something like exec starticewm. Obviously, you should check to see if this command exists first (might just be icewm).
I'm not sure about how to get the RH Login thingy to use IceWM by default, so this, as I said, is a very dirty attempted workaround.
the command to start it is icewm but when I run it, it says another windowmanager is running(kde)
That's absolutely correct. You get one window manager at a time. You run KDE's window manager, or you can run the IceWM. You can exercise your choice by changing the "exec ..." statement in your /home/<user name>/.xinitrc file, as was suggested above. You can change the file while in KDE, then exit your X window session (or reboot), and come up in IceWM.
What I have done with my system is I boot to a run level 3 (console). In my .xinitrc file, I have put "exec ..." statements for each WM that I want to use. Then I comment out, with a # in the first position of that row, the ones that I DON'T want to start at the next X window session. That way, I can run my choice of KDE, Xfce, or IceWM (you may have other choices). Ah, the power of choice, it's a beautiful thing !