Go to this website http://www.debian.org/CD/netinst/#netinst-stable and download a netinst image.
The image contains the installer and a small set of packages which allows the installation of a very basic system.
As root install the following packages : xorg, kdebase, kdm. This will give you a minimalistic, yet working KDE environment. It could be even smaller ( remember kdebase is just a metapackage ), but for me this is a good starting point.
After this just install everything you need ( kpackage might be handy for this ).
This way I get a stable and fast operating system, even on my old Pentium4.
From grub to kdm in 29 seconds !