Hello,
PC-BSD is not a Linux system, so if you want Linux, you'll have to install something else (Ubuntu, Mint, Zenwalk...). It is, however, similar to Linux -
Linus' Uni
x - in that it is also a Unix-like operating system, albeit one of the
Berkely
Software
Distribution variety
http://en.wikipedia.org/wiki/BSD.
In order to edit text files, and configuration files are oftentimes just that, you simply left-click on them or right-click and then Open With... KWrite.
But since this particular file is not editable by normal users, only by the system administrator (root), you will have to give yourself root-privileges first.
You can do that by starting the root-enabled/administrator version of Konqueror (should be in the System or Settings subsection of the K menu) and then navigate to the folder that I specified above. There you will find a file called kdmrc, which you will need to open and edit. @Jens' reply showed what he added to that file after he installed LXDE. You may need to find the correct place where to add these lines, I'm not sure you can simply append them to the end.
Be careful, messing up that file could make KDE not start correctly or at all and then you'll have to edit the file again from the command prompt, or at the very least restore its original version (the editors tend to to make backup versions, but it may not be a bad idea to save a copy of that file yourself).
Incidentally, the Terminal is essentially a command prompt in window form. In order to start a program from there with root privileges you can enter "kdesu program name".
Good luck with this. Keep asking if you have more questions. But be prepared for catastrophic failure where you may have to restore or even re-install your system, so if you have anything in your PC-BSD installation that you are not prepared to lose, you better save it before you begin this procedure.