3. cd /etc/X11/Sessions/dm
For what it's worth, on my FC1 box this directory appears to be /etc/X11/gdm/Sessions.
It contained one file called "GNOME" with the following contents: #!/bin/bash
exec /etc/X11/xdm/Xsession gnome
It looks like replacing 'gnome' with your favorite window manager's name should work.
I haven't been actually running the session manager, however, so it might rearrange things once started.
