The camera won't think for you. If you want to use AF, either select your AF point or center focus and recompose. From experience, Auto 11 or 5 modes don't work, specially at low apertures / small DoF, as the camera can't know what you want in focus most of the time on a busy scene.
The viewfinder on the DSLRs suck compared to film bodies, really small and dark, and you also lack a split prism, so MF can be quite challenging. It can still be done if you practice and don't have bad eye sight, though.
K-x, with a manual Helios 44M:
IMGP2574 por
hcarvalhoalves, no Flickr
That said, you should try to learn more how to operate the K-r, I guess the problems you face are because you expect the camera to work fully automatic, but you'll have to adjust some techniques (AF, when to control white balance, etc.) from your film experience.