I also am new to Linux and (after installing , re-installing, uninstalling windows, installing linux, reinstalling windows, extalling winex, and extrapolating exicaniton [you get the picture]) I realized my interface was not as spiffy as the screenshots showed...so i reinstalled. I could easily install gnome, but if I chose to install both gnome and kde or only kde, the system would crash and I had to reboot. This led me to assume that KDE was on the mysterious fourth disc that doesnt seem to exist.
Anyway, I had about given up on KDE when I came across this forum. Borrowing danleff's idea, I went to the install and location and checked the box to install KDE (note, I was using the GNOME interface at the time.) It then asked me to insert disc 1, then disc 3, then disc 2, then disc 3, then disc1, etc...and after it appeared done, it informed me some packages were not installed. Curiously, I tried checking the KDE box again, and after doing the disc dance one more time, it managed to get everything done.
So, just try that, and then you should be able to log out and sign back in on KDE; the interface I am now happily running ^-^