I try to change the symbolic link from /mnt/cdrom to /cdrom, but after rebooting the icon point again to /mnt/cdrom. I didn't find the way to change /dev/cdrom to /dev/sr0.
Have a look in ~/.kde/Autostart and look for a sorticons file or some such. If you find one, delete it.
You have some options here. You can either modify fstab to point to the right device, or make a symlink.
With symlinking you can either do ln -s /dev/sr0 /dev/cdrom or ln -s /dev/hdb /dev/cdrom
sr0 is for SCSI emulation in case you use the 2.4 kernel which would need a hdb=ide-scsi or hdb=scsi in the append line in lilo.conf, hdb is for use with the 2.6 kernel.
Changing fstab would mean (see above which to use):
/dev/sr0 /cdrom iso9660 defaults,ro,users,noexec,noauto 0 0
/dev/hdb /cdrom iso9660 defaults,ro,users,noexec,noauto 0 0
If you symlink you can leave it at: /dev/cdrom /cdrom iso9660 defaults,ro,users,noexec,noauto 0 0

If all this is confusing and you use 2.6.x kernel and can't make up your mind ;
Change fstab to /dev/hdb /cdrom iso9660 defaults,ro,users,noexec,noauto 0 0