Create yourself a new virtual drive, 'kde' if you want.
Use the Configure menu in POL, Configure wine, choose the Graphics tab, tick "Emulate a virtual desktop" and make the size bigger, e.g. 1300x700.
Go to
http://techbase.kde.org/Projects/KDE_on_Windows/Installation and download the kdewin-installer-gui-latest.exe and as they suggest, put it in C:\KDE4
In POL, use the Configure menu to start a Command prompt on this drive. CD to C:\KDE4 and run the installer.
Choose for a start maybe just on or so applications you like and continue. For me it installed 80 to 90 packages, which takes a while. If it "hangs", just cancel an start it again - fortunately it keeps the already downloaded packages.
After finishing the install, still from command prompt (or you can start it again maybe), do the following commands:
C:
cd Program Files
cd KDE
cd bin
dbus-env.bat
dbus-launch
kdeinit4
plasma-desktop
Have fun, and tell me what I am doing wrong!