In the kdm login window there is an option for "session" or something of the sort (I'm not where I can look at the kdm login screen right now), you should see options such as KDE icewm failsafe etc.

Just select the "session" you want and you should be asked if you want that to be your default session.

HTH

~rock

BTW I have a P-II 266 w/ 64MB ram and it is fine using icewm (much better than KDE) although I primarily use it for a file server