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If you mean logging in to a shell (rather than to an X desktop session trough some display manager), like bash, it's probably the rc file of the shell (for bash it's ~/.bashrc I think). It could be something else but if it's only for your user account, you're right it's probably your user account's shell stuff. Check .bashrc under your home directory, maybe .bash_profile too.
I've never used the gui tools that comes with KDE, so I cannot help you there.
I'm also still a newbie enough to not understand why CD-ROM, Sound, and Man are groups. I'm also not sure why after I took myself out of the Man group, I could still see man pages.
This has to do with permissions. Take a look here for an explanation.
You (the user you log in as) doesn't need the man group added, the manpages are world readable. I don't know why KDE does this (only reason I can think of: writing your own man-pages. But that is something that not many people do).
The same is probably true for the cd-rom and sound entry (cannot check this: no slackware box handy a.t.m.).