This might help:
Setting up KDM
If you installed Xfce system-wide and you want to use the KDE Display Manager (kdm) to start your Xfce session, you will have to create a .desktop file to teach kdm how to start the Xfce session.
First you need to find where kdm searches for its .desktop files:
Common locations are /usr/share/apps/kdm/sessions or /usr/local/share/kdm/sessions. Once you found the kdm session directory, you need to create a new file Xfce.desktop with the following:
Comment=The Xfce 4.4 Desktop Environment