OK... well, edit the following file:
there you'll see a line where it reads:
# Allow root logins?
# Default is true
change false to true and you are all set. In some distributions that file is found at "/etc/opt/kde3/share/config/kdm".
And just for the record, in Windows we are always logged as administrator and that's one of the reasons for it's lack of security. To login as root in Linux is like re-making the very same mistake that the other company decided for you