Which pdaxrom are you using? And wouldn't it b better to use a newer version from a newer feed (like beta3 feed)?
After installing icewm and icewm-pdaxrom be sure to also install the dependencies needed ( I do not know them anymore).
Beware that after installing icewm the startx script will be overwritten, so be sure to make a backup of it before (for example if you need to install some dependencies in the gui and icewm isn't working yet).
When everything is done just type startx as you know it from matchbox. I think icwmsession (or icewm-session?) also works as it is basically the same.
Stay well
MONVMENTVM