To install an alternate login manager use software manager or the command line
sudo apt-get install kdm
You can try slim or lightdm, both probably lighter then kdm, or try them all.
To remove them
sudo apt-get purge kdm
or slim or lightdm
To select which one to use use sudo dpkg-reconfigure gdm or edit
sudo dpkg-reconfigure gdm
you will get a screen where you can select which display manager (login screen) to use.
Use you up/down arrow keys to select and hit enter key.
sudo nano /etc/sysconfig/displaymanager
and change to the dm you wish, such as
sudo dpkg-reconfigure gdm has the advantage of less typing and less typographical errors.
Locking the screen when you are inactive is a different issue and is a property of the screensaver you use. By default it is gnome-screensaver but xscreensaver is probably the most popular alternate.
To configure and change screensaevers see Configure screensaver in Ubuntu