this is using what ... xdm ?? in what distro, on what kernel, using what sorta card and what drivers / modules?
just generally though:
if your user name was generated using the console, eg useradd bill -d /home/bill -m , then KDE for instance will tell you that there is some sort of shell related problem.
No idea how to resolve it, other than make the user account using kuser in KDE. But sorry, there is not enough info here for me (not l337 enough