From: Andy Bradford
You can apply the same to whatever WM you want but I will describe it only
for AfterStep.
Edit /opt/kde/share/config/kdmrc and add afterstep to the SessionTypes
Then edit /etc/X11/kdm/Xsession and add the following to the case 
statement near the bottom.  I added it after the case that begins kde)

                exec /usr/local/bin/afterstep
That's it.  Once you have saved those files and restarted X (in kdm) 
then afterstep should show up in the drop down menu as the second item. 
 Make sure that the path is correct for your system.
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