Very common problem for newbies using VNC. By default, VNC uses its own X window interface.
Edit your ~/.vnc/xstartup file
Depending on your distro, you can just uncommnent out the first two lines (or add it in) that look something like this:
unset SESSION MANAGER
If that doesn't work, then find at the bottom where it says:
try changing it to gdm & or kde &. I can't recall what the actual line is. Just Google it up because it's out there. I'm just too lazy to look it up right now.