Jordi,
Make sure you have a symlink in /usr/bin
ln -s /etc/kde3/debian/startkde kde3
and then kde3 should work in kdm (3.0-3.03)
the startkde in /usr/bin should also be symlinked to
etc/kde3/debian/startkde.
For KDE 3.1 (3.07), There is a subtle warning not to
use kcontrol to modify kmrc, but that's where you
can specify SessionTypes in /etc/kde3/kdm/kdmrc
For KDE 3.1 (3.07) I am using startkde (symlinked as
above) as I didn't get kde3 to work initially.
Michael