KDE 4 is in Debian Squeeze and Unstable now. Now you do not have to use the old pinning method to install it (which was here: KDE 4.2 in Debian Testing (Lenny)

Now you can install KDE 4.2 by downloading the Debian Testing DVD. Every week there’s a new build that comes out so this DVD is always update: Debian Weekly builds
When you run the DVD, at the first screen, where you can choose graphical install, or standard install, go down to the third option in the list, and go through the menus until you find an option that lets you change the default environment you will install. You have the option of Gnome, KDE, LXDE, and a couple others. Choose KDE and start the install by choosing graphical install or standard install. The installation menu will look the same, but when you finish installing and you boot your machine, it will have installed the environment that you chose.

Or if you have already have an installed system and it is Testing or Unstable, just use

sudo apt-get install kde-minimal kdm

for a basic install or

sudo apt-get install kde-full kdm

for all of it