[newbie] Window Managers

[Don Bonomini]

Hey everyone. Im interested in running multiple Window managers, although i luv
K. I downloaded IceWM cause it was small, but when i try and run it it says:

X Server must be running ; $DISPLAY must be set

Scince I'm new to Linux, i dont know how to start the X Server, besides typing
startx which loads KDE. Also, how do i set the $DISPLAY?

Please! HELP!