Yo Deckon,
Funny, I was actually involved in KDE game development for a while, still am to a certain extent. ^^
First off, is this for KDE3 or KDE4? The KDE4 Oxygen icon theme, for example, uses only one set of scalable icons (the ones which use SVG). The rest are all PNGs at different sizes, such as 16x16, 24x24, 32x32, 48x48, 64x64, 128x128, and [very rarely] 256x256. [I'm sure I'm missing some]
Please check your /usr/share/icons/oxygen folder just to confirm you know what it is you want to save. If it is a PNG icon you want, you will want to use the Export menu instead to save a copy of your Inkscape image as a PNG bitmap. This is the most pain-free way of getting the icon you want (and as long as you save it in a size greater than 128x128, it will look beautiful). ^^b
On the other hand, if you do want an SVG icon, then can you explain to me how it looks like? Or post it here?
Prior to KDE 4.4, the SVG viewer (in Gwenview or Dolphin) is very limited in what kind of things it can display -- it has trouble rendering text, masks and clips, and cannot display blurring, filters or pattern fills.
Moreover, the QT4.5 SVG engine has a nasty bug that makes straight-line paths (like squares) disappear randomly -- this drove me nuts when I was doing my first game theme. A quick fix for that is to add Bezier handles to the path -- that way, even though they're still straight, at least the object is preserved intact. Presumably this bug is fixed in QT4.6, although i guess we'll all find out when KDE4.4 is formally released.

Hope this helps. ^^