You can get a free bash shell at
http://www.networksimplicity.com/interix/ and it is compiled so you just need to untar and make install. For the free X server there's Starnets XWin-32 LX It doesnt support XDMCP as compared to the commercial version. For XDMCP theres Cygwin. The link to XWin-32 LX can be found on MS's SFU page as of 30/05/2005 (ie the link Starnet launches free X server). It is already activated with a free license number and can be activated indefinitely every year.
P.S.:When your KDE is done please mail me the compile and install instructions (if possible the compiled files in a tar and send them to
sunnysachanandani@gmail.com).
Yours truly,
Sunny Sachanandani