You need to press the steering stem out of the KDX lower clamp and then press it into the KX lower clamp. Additional bushings and spacers will probably be needed as well so if you have access to a lathe you're laughing. If not, a machine shop shouldn't charge too much. The improved handling is well worth it. I can't remember how many times I sailed over the bars as those old underhanging forks caught on roots!
Just do it!