easiest way would be:
-Download everything ( maybe except kdei ( better only the language you need )) in the testing/kde4 folder.
-run the remove-kde3.sh -script to remove your kde 3.x.x installation
-delete any .kde - folder in you home directory
-read README
-run the following command: upgradepkg --install-new deps/*.tgz extragear/*.tgz kde/*.tgz kde3-compat/*.tgz
you definitly have to install deps ( depencies ) and kde - folder.
kde3-compat is needed for running kde3-apps which is still quite useful imo.
Anyway, I just followed the README in testing - folder and it worked just perfectly.
@SirPetrovich: have a look at any Slackware mirror: there are precompiled tgzs with a README with installation instructions under testing/kde4
Just follow those instructions