How can I setup my system to run multiple X servers?

I've been trying to find a way to run a separate X server so I could run old games and applications, and needs to run in 16bpp, it used to be simple with startx, but now I know I need to add permissions to my user in order to be able to run a separate X server, but I really don't know where, I have tried to find information about this and it has not been easy...

I'm using KDE 4, distro ver 13.1 64bit.

I don't know what other information is needed to help with this issue. I think this also may help other users...