First, you need to change to the "xdm runlevel" (runlevel 5 on RedHat systems) by editing your /etc/inittab file. In the file, you should have a line saying:
id:3:initdefault: |
Change it to:
id:5:initdefault: |
Now at the end of the file, comment out the following line:
x:5:respawn:/usr/bin/X11/xdm -nodaemon |
x:5:respawn:/opt/kde/bin/kdm -nodaemon |
For changes to take effect immediately, type "init 5" at the shell prompt. Please note that it is risky to initiate a graphical login without checking beforehand whether it works. If it fails to work, you'd be in for a hard time getting back....