First, just for the record, we assume you are using Etch, and not some old installation disk that you found.
When you get to the point in the installation where it offers to install "tasks," including the "desktop" task ... de
select the desktop task and only install "standard system" (and "laptop" if that's appropriate).
When the "standard system" is done, the reboot will take you to a login prompt. Login as root, then:
# aptitude install xserver-xorg-core xserver-xorg xorg kde-core kdm
That's the right way ...
If you don't know the difference, you could just type:
# aptitude install xorg kde kdm
FWIW, the instructions you got from the website will probably also work if you do it right.
Also you might want to read my installation howto for Debian newbies.