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Actually everyone is kinda right. /etc/rc.d/rc.4 contains the script for running the login manager for runlevel 4. If you comment out the gdm portion, then the script will run the kde manager next. (This is what I do, I like the configurable options better for kdm)
If you boot into runlevel 3, then startx will run whatever window manager was defined in ~/.xinitrc if the file exists, otherwise it will use the xinitrc contained in /usr/X11R6/lib/X11/xinit
If you look in this directory, there should be an executable script for each window manager on your system.
If you want KDE to be your default environment the xinitrc is actually a link to xinitrc.kde
You can change the default window manager by changing this link:
ln -s xinitrc.gnome xinitrc
ln -s xinitrc.fvwm2 xinitrc
If a user does not have ~/.xinitrc then this file will be used in its place as the systemwide default.