With colinux, it is a bit more complicated to run a gui with debian. Per default, it isn't installed. So, you have to first install kde and some other packages. A guide to this installation can be found her http://wiki.colinux.org/cgi-bin/coLinuxASAP.
Note, that it is especally important not to reboot Debian after the installation. First, you have to override the default display manager with this command:
echo "null" > /etc/X11/default-display-manager
Perhaps it would also be a good idea to make a backup of the debian-image-file before the installation of kde.