Check the "03 KDX Exhaust Leak" which is on the first page now. I put a step by step guide for a "first jetting" change that should be safe for a start. It cost less than $10 and takes less than 15 minutes. Be sure to check your jetting after the change by reading Canadian Dave's "carb tuning" material. I would remove the air filter cover or cut out about 80% of it before jetting. Also, I've never had good luck with the needle position on the lowest or next to lowest (richest) position and I've heard several others say that also. After re-jetting, to be safe you might want to start on the middle clip (where it should have been from the factory).
Have fun and let us know how it goes-
JCW