You should just be able to go to the K menu and setect 'Logout'.
You should then have the options to shutdown, reboot or log in as a different user.
If you only have the option to log in as a different user, then you are using the Gnome Display Manager at startup. If all you want the shutdown options in KDE, you need to use the KDE Display Manager.
To do this add the following line to you /etc/sysconfig/dektop file:
Then restart your computer. When you get back into KDE, you should have the shutdown, reboot options when you select log off.