Now I will explain my procedure with knoppix 3.8.2:
1 - load cd. And kde is launched by default, in console 5.
2 - type 'ctrl-alt-f1', to log-in in the first console (text-mode)
3 - type 'xinit -- :1' and an x-session will be opened in console 6.
4 - type 'ctrl-alt-f2', to login int the 2nd text mode console.
5 - type 'startx -- :2' and an x-session with kde will be open in console 7.
Now I can switch back and fotrh between console 5 (kde default), console 6 (strictly X without any kind of windows managers enabled) and console 7 (new kde launched in step 5) using 'ctrl-alt-f5', 'ctrl-alt-f6' and 'ctrl-alt-f7' combin-keys.
All X envinronments works properly to me.