I'm not very sure how to attach images and I'm answering from mu main notebook now, with Mageia 1, where KDE themes work fine, but I'll try to explain it better and later I'll try to do that screenshots on my netbook with Mageia 2. My system is in Basque, so sometimes it's hard to figure out how to call things in English
I open KDE system settings, go to application style and choose Oxygen (or any other style theme, like IaOra, Cleanlook, Platique or whatever). Then try any application, and that style theme is only applied to some of them, like kmix, mageia menu..., but not to many other like mageia control center, firefox...
If the problem is not clear enough I'll try from my netbook later doing screenshots, if I'm able to attach them to the forum
