Thanks; apt-get update & apt-get upgrade has also worked for me in the past to ensure kdesu works on matching libraries.
But not this time, on an installation from the 5.1.1 CD.
This error does not happen with either a Debian installation from Knoppix 5.0.1, nor with a 'pure' Debian installation of 'Etch'.
In all cases I am running with the same version of KDE libraries (3.5.5a.dfsg.1-5), which at the time of this posting applies to both 'testing' and 'unstable'.
... these situations were achieved via apt-get update & apt-get upgrade.

It looks like a permissions issue somewhere in relation to how kdesu is managed which as we have seen can be worked-around by making the user(s) sudoers. Which is a work-around but not a secure cure, and I would prefer to find and correct the specific cause, if only to help the progress of Knoppix.