The "check mail" button is not colorful i.e. it is not highlighted it just appears dull and dead when I click on it nothing happens. So I can't "check mail" with kmail. I've tried Debian lenny and some other distros. Am I missing something simple?

Do you have any recieving email sources in KMail > Settings > Configure KMail > Accounts > Recieving? If you do, make sure they are properly configured.