Can't open it ...
Highly unusual. Please type
and make sure you find the Paths to kdm and startx included in your PATH-variable.
If they are there, have a look at the permissions. Please type:
ls -l /path/to/kdm
ls -l /path/to/startx
with ls -l being small "LS -L", and post the results here (should be something like -rwxr-xr-x).
Edit: When you want to post some output here, copy and paste (to a file) should work also from console ...