I had problems with KDE. The firewall blocked it so I could not start KDE. After I took off Service Pack 2 it ran just fine. I looked at the firewall but not being a KDE expert had no clue on what ports needed to be added and which ones did not. It did add two services into the firewall that KDE used but ot still would not start. It would freeze on the splash screen.
Unfortunately, the XP firewall's automatic popup when a program tries to open a port doesn't work if the program is a service that cannot interact with the desktop.
Try starting the KDE processes as ordinary processes and see what alerts pop up.
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