Tonight I have been a bit adventurous and I have seen some success.
But before that I tried to understand what lading ox-latex meant and how
to do it. I found something here: http://orgmode.org/worg/exporters/koma-letter-export.html
and tried it with no luck. Then I thought, org + LaTeX and exporting to PDF works
just fine as long as I stay away from trying KOMA so ox-latex must work...

Next I looked up org-latex.el in the directory org-mode version 8.2.5h lives in
my computer and started to study the code. I soon found were org-latex-classes
are defined and decided to add the code Eric has supplied.

Now komaarticle works!

This indicates to me that ox-latex has loaded just fine all the time and it is indeed
the one from version 8.2.5h that loads.

So why didn't it work the way I was told to do it?
How much of my .emacs is needed to figure it out, all? Here are the parts I think
are relevant. First the very beginning of my .emacs (comments are mixed Swedish
and English):

;;; Martins nya .emacs
;;;
;;; (Re)creation started 130819
;;; Most material comes from .emacs.statler
;;;
;;;;;;;;;;;;;;;;;;;;;; Colours and fonts and what not ;;;;;;;;;;;;;;;;;;;
;; Added 2011-11-04
;; path till 'egna' lisp-filer
(add-to-list 'load-path "~/.emacs.d/my_lisp/")
;; (require 'color-theme-solarized)
;; Added 2011-11-18
;; Egenvald defaultfont
;;(set-default-font "-gohu-gohufont-medium-*-*-*-11-*-*-*-*-*-*-*")
;;(modify-frame-parameters nil '((wait-for-wm . nil)))
;; british spelling
(setq ispell-dictionary "british")

;;;;;;;;;;;;;;;;; To shift focus between frames ;;;;;;;;;;;;;;;;;;;;;;
;; Added 2013-08-19
;; from http://www.emacswiki.org/emacs/FrameMove
;; framemove.el is placed in my_lisp
;;
;;(require 'framemove)
;;    (windmove-default-keybindings)  ;; default prefix is Meta
;;    (setq framemove-hook-into-windmove t)


;;;;;;;;;;;;;;;;;;;;;; Org-mode stuff ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;; Added 2014-03-02
;; to make emacs find org-mode other than default:
(add-to-list 'load-path "/home/martin/Program/Org-mode/org-8.2.5h/lisp")
(add-to-list 'load-path "/home/martin/Program/Org-mode/org-8.2.5h/contrib/lisp")
(require 'org)
;;
;; Added 2014-04-08
;; Trying to force ox-latex as per http://orgmode.org/worg/exporters/koma-letter-export.html
;;
;(eval-after-load 'ox-latex
;  '(add-to-list 'org-latex-packages-alist '("AUTO" "babel" t) t))
;;

After this follows many lines of tweaks most of which is copied from Bernt Hansen and
none of it related to bable or exporting. This is the stuff I have been using for a while
and use every day at work.

Then near the end LaTeX and Eric's code (commented out):

;;;
;;;
;;; LaTeX
;;;
(org-babel-do-load-languages
 'org-babel-load-languages
 '((latex . t)))
;;;
;;; KOMA
;;;
;(add-to-list 'org-latex-classes
;               '("komaarticle" "\\documentclass{scrartcl}"
;                 ("\\section{%s}" . "\\section*{%s}")
;                 ("\\subsection{%s}" . "\\subsection*{%s}")
;                 ("\\subsubsection{%s}" . "\\subsubsection*{%s}")
;                 ("\\paragraph{%s}" . "\\paragraph*{%s}")
;                 ("\\subparagraph{%s}" . "\\subparagraph*{%s}")))
;;;

So much for Thursday evening.