My understanding of what *should* have changed:
When you logged out, you should have seen a different login manager (this would be KDM). If you didn't, maybe a reboot is necessary (depends on the startup script, I think...). If you still don't see a different login manager, then either the install went bad (maybe, but unlikely due to the message you got) or something else needs to be configured before the change actually happens. To see if you do have KDM (KDE Login Manager) installed and working, I suggest the following:
Login normally. Open up a terminal, and using your favorite command line text editor (I'll use nano in my example command) type:
sudo nano /etc/inittab
Provide your root password, and then edit the file. You will be changing it to boot to a command prompt. Yes, it may be scary, but you can easily change it back by just undoing what I am about to tell you to do
Change the line in that from from:
(it might be id:5:initdefault
I said it might be because it depends on the version; that file should describe which runlevel (that number you changed) is a text based login. Choose that one.
Now reboot, login as your user, and then type:
And see if it comes up. If it does, then your install went well and there is some step that is missing; check your tutorial to see if any additional steps were overlooked.