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Is it registered trademark, btw?
Yes.
Is it against law and against wish of KDE group (really?) to keep the name of program as it were?
Yes.
Why someone should relate KDE 3.6 to KDE group if it will be written that it is supported by Trinity group?
KDE wishes to be associated with the new KDE4 user interface and plasma experience, not the "old" KDE3 interface and traditional desktop computing. By respecting this, we avoid a lot of potential strife and confusion between the KDE and TDE projects.
Remember that for the majority of people a name is a *unique* identifier. KDE cannot refer to two completely different systems designed around incompatible HCI models without causing considerable confusion.
Tim