By default I can't login as root. And some settings (network, kdm, date and time) require a root access. In kde3 control center had "magic" button at the bottom - Super user mode.
And how I must to do it in KDE4?:undecided:
I'm using Debian. KDE from experimental repo.

If you launch systemsettings with kdesudo it should work.
I know Kubuntu and Fedora have a patch that opens up the configuration modules in a kdesudo'd kcmshell when accessed from systemsettings, but Debian probably doesn't have it.