Hi Christoph,
There's nothing wrong with that message. It just tells you that your X11
compositing extensions are either nonexistent (which is extremely rare with a modern X11 installation) or not running. Compositing extensions allow for advanced desktop graphic effects such as window transparency, shadows, animation effects, etc. These features are common on all modern desktops and should be enabled if you want to work on a contemporary environment. PixInsight for Linux will work perfectly without compositing, but you'll miss some very nice and cool (and useful) GUI features, such as transparencies and animations
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As you've discovered, it is very easy to enable compositing with KDE. Note that unlike other desktop managers, KDE allows you to enable compositing even if you don't have OpenGL hardware acceleration (using Xrender software extensions), although software-based compositing is slow, but works perfectly.
Both you and Carlos are very fortunate to have an ATI graphics card. The open-source driver for ATI is very stable and efficient, much better than the proprietary drivers indeed.
We do have a serious problem with nVidia these days on Linux, and nVidia has not caused it at all, IMHO. For some absolutely wrong (IMO) reason, most Linux distributions are including the open-source Nouveau driver for nVidia, which is incompatible with the vendor's proprietary driver. That would be nice if Nouveau were stable, but it is not. It causes a lot of problems with some cards, as Quadro cards for example (X11 hangs miserably), and lacks a minimally stable 3D acceleration, so Nouveau = no OpenGL and X11 crashing periodically. This is a very serious problem, and what is really bad is the fact that removing Nouveau to install the proprietary (and absolutely stable) driver is a real nightmare, really a very difficult task.
Replacing a stable proprietary driver with an unstable open-source driver without a two-click alternative can be nice for those that don't depend on their machines for their day-to-day work, but for those users that actually work professionally on Linux it has been definitely a wrong decision. This is the kind of things that really damage the way Linux is seen in general, it's too bad.