How are you trying? Penguinbait has instructions and a package available, with which you should be able to run KDE under OS2008 currently... it is just big (it won't fit on the N800's built-in storage) and RAM hungry (but, with enough swap it works). The Ubuntu ARM port doesn't have KDE yet because their build systems didn't have enough RAM (apparently building KDE requires more than 256MB...) but it will eventually. For now, if you want KDE, go here (I've never tried it myself, but many people in that thread appear to be using it just fine).