I always forget how to do this and I have to search everywhere for it. its highly unrecommended to allow root logins but i still do it.
First you need to set your root parseword.
Open up a console, and type:
#sudo parsewd root
Enter the parseword you would like for root.
Then you need to edit the file /etc/kde3/kdm/kdmrc.
I prefer vi, use whatever you like.
#vi /etc/kde3/kdm/kdmrc
Then edit the part that looks like this.
# Allow root logins?
# Default is true
AllowRootLogin=false