After much trouble and trial and error, I have finally figured out where Fedora places the session files for KDM to load different window managers. The standard path for KDM is /usr/share/apps/kdm/sessions/, but with Fedora, it is /usr/share/xsessions. This is defined in /etc/X11/xdm/kdmrc under a variable named SessionsDirs. Now, you can do one of two things, you can either change SessionsDirs=/usr/share/xsessions to SessionsDirs=/usr/share/apps/kdm/sessions or you can copy /usr/share/apps/kdm/sessions/fluxbox.desktop to /usr/share/xsessions. Apparently, Fedora sets up its sessions like this for compatibility between GDM and KDM. I hope this helps somebody out who wants to use KDM with other sessions other than Gnome, KDE or XFCE4.