It would help if you told us what version of KDE you were using.
For KDE 3.4, which I have but you may or may not have, it's in the Control Centre, Index tab, KDE components, components chooser, web browser. But the control centre has been redesigned between KDE 3.4 and 3.3, so if you have 3.3 it may not be the same for you. In the future, please specify versions so people can help you better and more quickly. Thank you! = )