If it's in your dropdown menu and you select it, it should be the default choice the next time you login. At least, I started in KDE, but downloaded blackbox, added it to my kdmrc, and now it's the default, though I actually never use the graphical login screen - I also switched my default runlevel to 3. But, still, the last selected wm is always the default wm in the graphical login.
If it isn't - you mentioned something about an installation choice and a default - follow out your inittab, which takes you to your rc.gui which takes you to your kdmrc or whatever... just trace out how the files connect to each other on startup. Somewhere in there will be a reference to KDE as a default - switch it to WindowMaker. I can't tell you exactly where, because it sounds like your system's configured differently than mine, but that's the principle, I think.