You need a session script of some sort. I use either a simple .xsession file in my home directory (just has to end with the line exec fluxbox
). Try that, and choose the session type in GDM/KDM as Xsession.
Or you could write a GDM session script for Fluxbox and stick it in the appropriate location - on Debian it's /etc/X11/gdm/Sessions/.
An extremely simple fluxbox Session script could look something like this:
# GDM Session script for fluxbox
exec /etc/X11/Xsession /usr/bin/fluxbox
Just remember to make it executable by all (chmod a+x /etc/X11/gdm/Sessions/fluxbox