Incoming from Simon L:
 
In my /etc/profile file, I wrote: 
"PATH="/opt/j2sdk1.4.2_04/bin:/usr/local/bin:/usr/bin:/bin:/usr/bin/X11:/usr/games:/usr/local/sbin:/usr/sbin:/sbin""
When I log in text mode, the entire PATH is there as I want, I can 
"startx" and when I open a terminal, the PATH is perfect.
Now, if I start the computer with KDM and that I run a terminal, the 
   
Define "terminal."  What are you actually running?  XTerm, KTerm,
Gnome-terminal?  Are you clicking on an icon or entering a command?
One way or another, you need to tell that thing to run a _login_
session, and all of them do it differently.
 
PATH is only: "/usr/local/bin:/usr/bin:/bin:/usr/X11R6/bin:/usr/games"