GDB, KDE

Well, I've just run ksplash from gdb:
(gdb) set args
(gdb) exec-file /usr/local/kde/bin/ksplash
(gdb) run
Starting program: /usr/local/kde/bin/ksplash
[Thread debugging using libpthread_db enabled]
[New Thread 16384 (LWP 30819)]

Program exited normally
(gdb)
Why normally? How can gdb debug child-processes (I don't know, how does it called)?
$? sets to 0, it's right.