And, even if you choose to do it, you would need an internet connection in one moment or another to get the sources and dependencies (probably the less risky way) or packages and dependencies from Squeeze (risky). Unless you just happen to have had all the needed CDs or DVDs of Squeeze for some reason.
I don't know how one would go about doing that though, if there is an easy way to get all the packages dependencies of a certain program in a CD or DVD. That must be extremely complicated since ultimately the most basic dependencies include the base system and xorg... but could be that someone already invented a way to have in a CD or DVD all the needed to install any given program, minus the base system.
If somehow you find a way to do it, I think, but I'm not sure, it's possible to install both KDE4 and KDE3 at the same time, so if KDE4 goes wrong (or if you don't like it), you still have KDE3. Maybe you want to do a little googling on that.
Going [s]a little bit[/s] OT, I didn't find KDE4 all that great. There are nice eyecandyness if you have a potent computer, but KDE3 seems to me to be more easily customizable. I played with KDE4 for a little while, and I couldn't find how to have the taskbar showing only the buttons for the programs on the current desktop, rather than showing programs from all desktops, for example.
I like the instant search for a program on the new menu, though. But I guess someone could make some sort of smaller incrementation on KDE3 to do that.
I actually hope someone would do a fork of KDE3 and continue it along KDE4. Or at least that the new konqueror works with the configuration files from the old one. Or, maybe preferably, a stand-alone konqueror, compatible with the old one.