Try running the command:
On my FC6 it says:
$> xset -q
auto repeat: on key click percent: 50 LED mask: 00000002
auto repeat delay: 446 repeat rate: 34
auto repeating keys: 00ffffffdffffbbf
bell percent: 50 bell pitch: 400 bell duration: 100
Like my results show I have repeat on and delayed .446 sec and
doing 34 letters/sec.
Use that to confirm if your auto repeat, delay and rate make sense.
You can also change those via the "r" option (see the man page for xset )
To actually set a particular values, like delay 500 and 40 keys a second,
you'd add to the InputDevice section in /etc/X11/xorg.conf an entry
Option "XkbModel" "pc105"
Option "XkbLayout" "us"
Option "AutoRepeat" "500 40"
But now with gnome and kde they mostly have their own settings for
those. For KDE you'd pull up the Control Center-> Peripherals->Keyboard,
and Gnome you've tried what it needs. I'm just wondering if
the xorg.conf might take precedence if it has a value set
in the InputDevice section.