KDM doesn't support themes very well in Gentoo. It's much better in SUSE and many other distributions. I have acquired a SUSE patch and fixed it to work with gentoo's emerge and checked that it works just great. In gentoo forums: http://forums.gentoo.org/viewtopic-p-3398443.html#3398443 Is a detailed instructions about patching your kdm. I hope this patch will make to normal portage.
Please report this upstream, we try to follow them unless there are security or critical bugs to fix, or bugs that are only related to Gentoo.
